+3,916.3%
FDX vs HRB
+3,613.7%
+302.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.6% |
| 7D | -1.6% | +2.7% | -4.3% | -2.3% |
| 30D | +6.6% | +22.1% | -15.5% | +0.9% |
| 3M | -2.1% | +15.7% | -17.8% | -6.6% |
| 6M | +2.2% | +83.3% | -81.2% | -15.5% |
| YTD | +33.9% | +25.0% | +8.9% | +22.0% |
| 1Y | +50.2% | +6.9% | +43.3% | +42.7% |
| 3Y | +65.5% | +39.0% | +26.5% | +42.7% |
| 5Y | +74.1% | +146.4% | -72.3% | +24.2% |
| 10Y | +156.7% | +254.4% | -97.7% | +53.4% |
| All | +3,916.3% | +3,613.7% | +302.6% | +860.3% |
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