+603.9%
FICO vs HRB
+240.7%
+363.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.0% | -12.7% | -15.5% |
| 7D | -19.2% | -5.7% | -13.5% | -17.6% |
| 30D | -14.6% | +7.9% | -22.5% | -16.7% |
| 3M | -20.1% | +32.1% | -52.2% | -26.5% |
| 6M | -36.3% | +62.2% | -98.6% | -45.0% |
| YTD | -44.9% | +16.4% | -61.3% | -47.9% |
| 1Y | -38.6% | -0.3% | -38.4% | -39.6% |
| 3Y | +4.0% | +36.0% | -32.0% | -8.2% |
| 5Y | +99.5% | +125.2% | -25.7% | +49.8% |
| All | +603.9% | +240.7% | +363.2% | +322.5% |
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