+2,900.6%
FITB vs HRB
+3,424.8%
-524.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +2.8% | -5.1% | +7.8% | +4.8% |
| 30D | +9.8% | +8.7% | +1.1% | +5.9% |
| 3M | -5.2% | -5.4% | +0.2% | -4.0% |
| 6M | +17.3% | +41.6% | -24.2% | -0.3% |
| YTD | +19.3% | +18.7% | +0.6% | +5.6% |
| 1Y | +32.7% | +16.4% | +16.3% | +18.2% |
| 3Y | +141.6% | +22.0% | +119.6% | +104.7% |
| 5Y | +48.9% | +141.2% | -92.4% | -8.5% |
| 10Y | +216.5% | +223.1% | -6.6% | +60.3% |
| All | +2,900.6% | +3,424.8% | -524.2% | +568.4% |
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 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