+376.5%
FIS vs HRB
+614.4%
-237.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | +1.1% | -5.7% | +6.8% | +2.8% |
| 30D | -2.2% | +7.9% | -10.1% | -5.0% |
| 3M | +2.1% | +32.1% | -30.0% | -6.4% |
| 6M | -14.7% | +62.2% | -76.9% | -27.0% |
| YTD | -35.7% | +16.4% | -52.1% | -39.7% |
| 1Y | -37.1% | -0.3% | -36.8% | -38.4% |
| 3Y | -20.0% | +36.0% | -56.0% | -30.0% |
| 5Y | -62.1% | +125.2% | -187.3% | -72.2% |
| 10Y | -37.4% | +237.7% | -275.1% | -62.8% |
| All | +376.5% | +614.4% | -237.9% | +108.6% |
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