+70.0%
FDX vs HRB
+145.8%
-75.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.1% |
| 7D | -1.6% | +2.7% | -4.3% | -2.0% |
| 30D | +6.6% | +22.1% | -15.5% | +3.7% |
| 3M | -2.1% | +15.7% | -17.8% | -4.3% |
| 6M | +2.2% | +83.3% | -81.2% | -7.7% |
| YTD | +33.9% | +25.0% | +8.9% | +29.7% |
| 1Y | +50.2% | +6.9% | +43.3% | +50.3% |
| 3Y | +65.5% | +39.0% | +26.5% | +51.5% |
| All | +70.0% | +145.8% | -75.8% | +34.8% |
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