-80.9%
FIG vs HRB
-12.9%
-68.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.6% |
| 7D | -14.5% | -10.6% | -3.8% | -10.3% |
| 30D | -13.3% | -0.8% | -12.5% | -14.2% |
| 3M | +7.4% | +19.1% | -11.6% | -2.3% |
| 6M | -27.8% | +48.7% | -76.5% | -39.3% |
| YTD | -41.1% | +7.1% | -48.2% | -50.7% |
| 1Y | -58.7% | -8.3% | -50.4% | -67.6% |
| All | -80.9% | -12.9% | -68.0% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling