-66.1%
FIS vs HRB
+104.8%
-171.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.0% |
| 7D | -9.1% | -10.6% | +1.5% | -6.5% |
| 30D | -10.4% | -0.8% | -9.6% | -10.7% |
| 3M | -3.7% | +19.1% | -22.7% | -8.4% |
| 6M | -24.8% | +48.7% | -73.5% | -32.8% |
| YTD | -41.6% | +7.1% | -48.7% | -43.5% |
| 1Y | -42.7% | -8.3% | -34.4% | -42.6% |
| 3Y | -26.2% | +25.8% | -52.1% | -34.0% |
| 5Y | -66.1% | +111.1% | -177.2% | -74.4% |
| All | -66.1% | +104.8% | -171.0% | -74.4% |
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