-37.1%
FIS vs HRB
+1.1%
-38.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.1% |
| 7D | +1.1% | -5.7% | +6.8% | +2.6% |
| 30D | -2.2% | +7.9% | -10.1% | -4.7% |
| 3M | +2.1% | +32.1% | -30.0% | -6.0% |
| 6M | -14.7% | +62.2% | -76.9% | -25.9% |
| YTD | -35.7% | +16.4% | -52.1% | -38.8% |
| 1Y | -37.1% | -0.3% | -36.8% | -37.8% |
| All | -37.1% | +1.1% | -38.1% | -37.8% |
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