+3,553.2%
FIX vs HRB
+221.6%
+3,331.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | +9.4% | -5.1% | +14.5% | +10.5% |
| 30D | -27.8% | +8.7% | -36.4% | -29.6% |
| 3M | -35.6% | -5.4% | -30.2% | -35.5% |
| 6M | -45.2% | +41.6% | -86.8% | -51.4% |
| YTD | +19.5% | +18.7% | +0.8% | +9.7% |
| 1Y | +24.2% | +16.4% | +7.8% | +14.5% |
| 3Y | +494.2% | +22.0% | +472.2% | +416.7% |
| 5Y | +1,036.1% | +141.2% | +894.9% | +634.5% |
| All | +3,553.2% | +221.6% | +3,331.6% | +1,888.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling