+5,993.3%
FIX vs HRB
+213.0%
+5,780.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.8% | +3.9% |
| 7D | +6.1% | -9.1% | +15.1% | +8.3% |
| 30D | -2.7% | +0.3% | -2.9% | -3.4% |
| 3M | -10.9% | +23.4% | -34.3% | -17.2% |
| 6M | +29.0% | +45.1% | -16.1% | +12.3% |
| YTD | +76.9% | +8.9% | +68.0% | +67.2% |
| 1Y | +130.7% | -7.9% | +138.7% | +129.2% |
| 3Y | +790.7% | +27.9% | +762.7% | +656.0% |
| 5Y | +2,185.6% | +108.3% | +2,077.2% | +1,460.8% |
| 10Y | +5,993.3% | +208.4% | +5,784.9% | +3,289.4% |
| All | +5,993.3% | +213.0% | +5,780.3% | +3,289.4% |
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 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