+531.6%
FICO vs HRB
+246.2%
+285.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +6.0% | +3.7% |
| 7D | -0.1% | -2.4% | +2.4% | +0.5% |
| 30D | +8.4% | +15.7% | -7.3% | +3.5% |
| 3M | -30.5% | +11.4% | -41.9% | -33.1% |
| 6M | -35.7% | +40.7% | -76.4% | -42.1% |
| YTD | -57.2% | +21.0% | -78.1% | -60.2% |
| 1Y | -58.4% | +7.2% | -65.7% | -60.0% |
| 3Y | -24.8% | +29.2% | -54.0% | -32.9% |
| 5Y | +79.3% | +142.3% | -63.1% | +31.7% |
| 10Y | +531.6% | +253.1% | +278.6% | +293.2% |
| All | +531.6% | +246.2% | +285.4% | +293.2% |
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 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