-39.3%
FICO vs HRB
-5.9%
-33.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +2.7% |
| 7D | -15.4% | -9.1% | -6.4% | -12.0% |
| 30D | -10.4% | +0.3% | -10.6% | -10.8% |
| 3M | -22.7% | +23.4% | -46.1% | -28.5% |
| 6M | -36.8% | +45.1% | -81.9% | -44.9% |
| YTD | -44.8% | +8.9% | -53.7% | -47.8% |
| 1Y | -39.3% | -7.9% | -31.4% | -40.9% |
| All | -39.3% | -5.9% | -33.5% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling