-83.6%
FIG vs HRB
-2.2%
-81.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.6% | -7.8% | +10.4% | +6.0% |
| 30D | -13.1% | +15.7% | -28.8% | -18.7% |
| 3M | -20.3% | -5.5% | -14.8% | -19.1% |
| 6M | -2.1% | +41.1% | -43.3% | -17.2% |
| YTD | -49.4% | +20.4% | -69.7% | -59.9% |
| 1Y | -57.0% | +15.2% | -72.2% | -66.4% |
| All | -83.6% | -2.2% | -81.4% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling