+49.2%
FE vs HRB
+142.1%
-93.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +0.8% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +4.6% | +15.7% | -11.1% | +2.8% |
| 3M | -0.8% | +11.4% | -12.2% | -2.4% |
| 6M | +7.3% | +40.7% | -33.5% | +2.5% |
| YTD | +8.3% | +21.0% | -12.6% | +5.7% |
| 1Y | +5.7% | +7.2% | -1.6% | +5.1% |
| 3Y | +49.0% | +29.2% | +19.9% | +41.7% |
| 5Y | +49.2% | +142.3% | -93.2% | +31.2% |
| All | +49.2% | +142.1% | -93.0% | +31.2% |
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