-79.1%
FIG vs HRB
-5.4%
-73.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -2.7% |
| 7D | -16.3% | -5.7% | -10.6% | -14.3% |
| 30D | -14.3% | +7.9% | -22.2% | -18.2% |
| 3M | +7.2% | +32.1% | -25.0% | -6.7% |
| 6M | -18.6% | +62.2% | -80.9% | -34.2% |
| YTD | -35.5% | +16.4% | -51.9% | -47.8% |
| 1Y | -55.8% | -0.3% | -55.5% | -66.5% |
| All | -79.1% | -5.4% | -73.7% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling