+226.3%
FIS vs HRB
+638.7%
-412.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | -3.5% | -7.8% | +4.3% | -1.2% |
| 30D | -19.4% | +15.7% | -35.2% | -23.1% |
| 3M | -31.6% | -5.5% | -26.1% | -30.9% |
| 6M | -32.5% | +41.1% | -73.7% | -39.7% |
| YTD | -56.0% | +20.4% | -76.3% | -59.3% |
| 1Y | -55.5% | +15.2% | -70.8% | -58.4% |
| 3Y | -41.3% | +24.3% | -65.6% | -47.5% |
| 5Y | -72.3% | +144.7% | -216.9% | -80.2% |
| 10Y | -55.0% | +227.8% | -282.8% | -73.1% |
| All | +226.3% | +638.7% | -412.3% | +40.7% |
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