+67.1%
FDX vs HRB
+126.2%
-59.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | 0.0% |
| 7D | -2.5% | -5.7% | +3.1% | -1.8% |
| 30D | +3.8% | +7.9% | -4.1% | +2.5% |
| 3M | -1.3% | +32.1% | -33.4% | -5.5% |
| 6M | +5.0% | +62.2% | -57.2% | -3.2% |
| YTD | +39.6% | +16.4% | +23.2% | +36.6% |
| 1Y | +81.1% | -0.3% | +81.4% | +82.6% |
| 3Y | +63.0% | +36.0% | +27.0% | +49.5% |
| All | +67.1% | +126.2% | -59.1% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling