+578.0%
FE vs HRB
+1,245.4%
-667.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.4% |
| 7D | 0.0% | +2.7% | -2.7% | -0.6% |
| 30D | +5.2% | +22.1% | -16.9% | +1.1% |
| 3M | 0.0% | +15.7% | -15.7% | -3.4% |
| 6M | +5.0% | +83.3% | -78.3% | -8.0% |
| YTD | +7.9% | +25.0% | -17.1% | +1.2% |
| 1Y | +6.3% | +6.9% | -0.6% | +2.7% |
| 3Y | +46.0% | +39.0% | +7.0% | +31.9% |
| 5Y | +45.6% | +146.4% | -100.8% | +14.9% |
| 10Y | +109.3% | +254.4% | -145.1% | +43.8% |
| All | +578.0% | +1,245.4% | -667.5% | +234.2% |
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 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