+129.0%
FITB vs HRB
+25.9%
+103.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | -0.4% | -10.6% | +10.2% | +0.9% |
| 30D | -5.1% | -0.8% | -4.3% | -5.3% |
| 3M | +3.5% | +19.1% | -15.5% | +0.8% |
| 6M | +17.2% | +48.7% | -31.5% | +10.4% |
| YTD | +17.6% | +7.1% | +10.5% | +18.5% |
| 1Y | +23.4% | -8.3% | +31.7% | +28.7% |
| All | +129.0% | +25.9% | +103.0% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling