+9,751.0%
FDS vs HRB
+1,493.6%
+8,257.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.1% | -8.1% | +6.0% | +0.2% |
| 30D | +16.0% | +15.0% | +1.0% | +11.5% |
| 3M | +18.8% | +10.2% | +8.6% | +15.0% |
| 6M | +54.1% | +44.2% | +9.9% | +39.0% |
| YTD | +17.0% | +21.0% | -4.0% | +10.0% |
| 1Y | +25.5% | +12.0% | +13.5% | +20.3% |
| 3Y | -23.3% | +24.9% | -48.2% | -29.7% |
| 5Y | -22.6% | +144.6% | -167.2% | -42.0% |
| 10Y | +130.2% | +229.4% | -99.2% | +46.4% |
| All | +9,751.0% | +1,493.6% | +8,257.4% | +4,200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling