+130.7%
FIX vs HRB
-5.9%
+136.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.5% | +8.8% | 0.0% |
| 7D | +6.1% | -9.1% | +15.1% | +2.6% |
| 30D | -2.7% | +0.3% | -2.9% | -2.1% |
| 3M | -10.9% | +23.4% | -34.3% | -1.6% |
| 6M | +29.0% | +45.1% | -16.1% | +50.2% |
| YTD | +76.9% | +8.9% | +68.0% | +84.5% |
| 1Y | +130.7% | -7.9% | +138.7% | +126.5% |
| All | +130.7% | -5.9% | +136.6% | +126.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling