+78,645.2%
FICO vs HRB
+3,613.7%
+75,031.4%
-79.3%
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% | +0.7% |
| 7D | -0.9% | +2.7% | -3.6% | -1.7% |
| 30D | +3.3% | +22.1% | -18.7% | -2.0% |
| 3M | -31.7% | +15.7% | -47.4% | -34.6% |
| 6M | -34.0% | +83.3% | -117.3% | -43.9% |
| YTD | -58.3% | +25.0% | -83.3% | -61.1% |
| 1Y | -57.9% | +6.9% | -64.9% | -59.2% |
| 3Y | -24.1% | +39.0% | -63.1% | -32.1% |
| 5Y | +85.3% | +146.4% | -61.1% | +41.2% |
| 10Y | +520.3% | +254.4% | +265.9% | +303.5% |
| All | +78,645.2% | +3,613.7% | +75,031.4% | +42,046.9% |
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 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