+47.7%
FE vs HRB
+28.7%
+19.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.2% |
| 7D | +0.6% | -9.1% | +9.7% | +1.3% |
| 30D | -2.1% | +0.3% | -2.4% | -2.3% |
| 3M | +2.6% | +23.4% | -20.8% | +0.8% |
| 6M | -6.8% | +45.1% | -51.9% | -9.7% |
| YTD | +6.9% | +8.9% | -2.0% | +7.0% |
| 1Y | +11.6% | -7.9% | +19.5% | +14.2% |
| 3Y | +47.7% | +27.9% | +19.8% | +46.0% |
| All | +47.7% | +28.7% | +19.0% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling