-52.0%
FIG vs HRB
+13.5%
-65.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.5% |
| 7D | +3.4% | -5.1% | +8.5% | +5.9% |
| 30D | -9.5% | +8.7% | -18.1% | -13.4% |
| 3M | -26.2% | -5.4% | -20.8% | -24.8% |
| 6M | +2.7% | +41.6% | -38.9% | -15.9% |
| YTD | -48.0% | +18.7% | -66.6% | -55.3% |
| 1Y | -52.0% | +16.4% | -68.5% | -58.8% |
| All | -52.0% | +13.5% | -65.6% | -58.8% |
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