+109.2%
FE vs HRB
+213.0%
-103.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.5% |
| 7D | +0.6% | -9.1% | +9.7% | +2.3% |
| 30D | -2.1% | +0.3% | -2.4% | -2.6% |
| 3M | +2.6% | +23.4% | -20.8% | -2.0% |
| 6M | -6.8% | +45.1% | -51.9% | -14.3% |
| YTD | +6.9% | +8.9% | -2.0% | +3.7% |
| 1Y | +11.6% | -7.9% | +19.5% | +11.8% |
| 3Y | +47.7% | +27.9% | +19.8% | +35.7% |
| 5Y | +46.2% | +108.3% | -62.1% | +18.2% |
| 10Y | +109.2% | +208.4% | -99.3% | +42.1% |
| All | +109.2% | +213.0% | -103.8% | +42.1% |
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 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