+3,800.0%
FIX vs HRB
+246.2%
+3,553.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.2% | +12.7% | +10.1% |
| 7D | -7.2% | -2.4% | -4.8% | -7.0% |
| 30D | -35.1% | +15.7% | -50.8% | -37.7% |
| 3M | -34.3% | +11.4% | -45.6% | -36.9% |
| 6M | -42.9% | +40.7% | -83.6% | -49.2% |
| YTD | +19.5% | +21.0% | -1.5% | +9.2% |
| 1Y | +16.8% | +7.2% | +9.5% | +10.9% |
| 3Y | +506.7% | +29.2% | +477.6% | +417.5% |
| 5Y | +1,046.7% | +142.3% | +904.4% | +641.6% |
| 10Y | +3,800.0% | +253.1% | +3,546.9% | +1,951.2% |
| All | +3,800.0% | +246.2% | +3,553.7% | +1,951.2% |
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