-40.7%
FIS vs HRB
+207.5%
-248.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | -8.9% | -12.2% | +3.3% | -5.8% |
| 30D | -9.9% | -3.0% | -7.0% | -9.7% |
| 3M | 0.0% | +21.7% | -21.7% | -5.5% |
| 6M | -22.9% | +52.3% | -75.2% | -31.8% |
| YTD | -40.9% | +6.5% | -47.4% | -42.8% |
| 1Y | -40.4% | -6.7% | -33.8% | -40.5% |
| 3Y | -25.4% | +25.1% | -50.5% | -32.4% |
| 5Y | -64.8% | +113.8% | -178.6% | -73.0% |
| All | -40.7% | +207.5% | -248.2% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling