-80.8%
FIG vs HRB
-13.5%
-67.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -12.2% | -12.2% | 0.0% | -7.3% |
| 30D | -11.0% | -3.0% | -8.0% | -11.0% |
| 3M | +11.9% | +21.7% | -9.8% | +0.8% |
| 6M | -21.9% | +52.3% | -74.2% | -34.8% |
| YTD | -40.8% | +6.5% | -47.2% | -50.3% |
| 1Y | -56.6% | -6.7% | -50.0% | -65.2% |
| All | -80.8% | -13.5% | -67.4% | -85.2% |
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