+576.2%
FE vs HRB
+1,152.7%
-576.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | +1.9% | -5.7% | +7.6% | +3.1% |
| 30D | -1.2% | +7.9% | -9.1% | -3.0% |
| 3M | +3.5% | +32.1% | -28.6% | -2.5% |
| 6M | -6.1% | +62.2% | -68.3% | -15.8% |
| YTD | +7.6% | +16.4% | -8.8% | +2.6% |
| 1Y | +11.9% | -0.3% | +12.2% | +9.8% |
| 3Y | +48.4% | +36.0% | +12.4% | +34.8% |
| 5Y | +44.8% | +125.2% | -80.4% | +16.4% |
| 10Y | +115.9% | +237.7% | -121.8% | +50.0% |
| All | +576.2% | +1,152.7% | -576.5% | +238.7% |
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