-55.8%
FIG vs HRB
+1.1%
-56.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -2.6% |
| 7D | -16.3% | -5.7% | -10.6% | -14.1% |
| 30D | -14.3% | +7.9% | -22.2% | -18.6% |
| 3M | +7.2% | +32.1% | -25.0% | -8.1% |
| 6M | -18.6% | +62.2% | -80.9% | -35.9% |
| YTD | -35.5% | +16.4% | -51.9% | -45.3% |
| 1Y | -55.8% | -0.3% | -55.5% | -62.0% |
| All | -55.8% | +1.1% | -56.9% | -62.0% |
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