+239.9%
FIS vs HRB
+628.2%
-388.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.6% |
| 7D | +2.8% | -5.1% | +7.9% | +4.4% |
| 30D | -16.7% | +8.7% | -25.4% | -19.1% |
| 3M | -32.3% | -5.4% | -26.9% | -31.6% |
| 6M | -29.1% | +41.6% | -70.6% | -36.7% |
| YTD | -54.1% | +18.7% | -72.8% | -57.4% |
| 1Y | -53.7% | +16.4% | -70.2% | -56.9% |
| 3Y | -38.8% | +22.0% | -60.8% | -45.0% |
| 5Y | -71.1% | +141.2% | -212.3% | -79.3% |
| 10Y | -53.1% | +223.1% | -276.2% | -71.8% |
| All | +239.9% | +628.2% | -388.3% | +47.2% |
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