+499.7%
FICO vs HRB
+249.6%
+250.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.9% |
| 7D | -0.9% | +2.7% | -3.6% | -1.9% |
| 30D | +3.3% | +22.1% | -18.7% | -2.9% |
| 3M | -31.7% | +15.7% | -47.4% | -35.0% |
| 6M | -34.0% | +83.3% | -117.3% | -45.2% |
| YTD | -58.3% | +25.0% | -83.3% | -61.6% |
| 1Y | -57.9% | +6.9% | -64.9% | -59.6% |
| 3Y | -24.1% | +39.0% | -63.1% | -33.6% |
| 5Y | +85.3% | +146.4% | -61.1% | +35.5% |
| All | +499.7% | +249.6% | +250.0% | +270.6% |
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