+153.5%
FDX vs HRB
+221.6%
-68.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +5.2% | -5.1% | +10.3% | +6.4% |
| 30D | +11.3% | +8.7% | +2.6% | +9.0% |
| 3M | -4.1% | -5.4% | +1.3% | -3.2% |
| 6M | +9.6% | +41.6% | -31.9% | -0.6% |
| YTD | +40.9% | +18.7% | +22.2% | +32.1% |
| 1Y | +53.0% | +16.4% | +36.6% | +44.1% |
| 3Y | +74.1% | +22.0% | +52.1% | +57.5% |
| 5Y | +75.1% | +141.2% | -66.1% | +25.6% |
| All | +153.5% | +221.6% | -68.1% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling