-51.1%
FIS vs HRB
+16.9%
-68.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.4% | -28.1% | -24.7% |
| 7D | -18.4% | +16.0% | -34.5% | -21.9% |
| 30D | -11.4% | +32.1% | -43.4% | -18.1% |
| 3M | -32.0% | +21.5% | -53.5% | -36.0% |
| 6M | -35.6% | +82.1% | -117.7% | -45.8% |
| YTD | -53.8% | +31.6% | -85.4% | -57.8% |
| 1Y | -51.1% | +15.9% | -67.0% | -55.0% |
| All | -51.1% | +16.9% | -68.0% | -55.0% |
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