+777.0%
FIX vs HRB
+36.4%
+740.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +1.2% |
| 7D | +6.0% | -5.7% | +11.7% | +5.0% |
| 30D | -7.2% | +7.9% | -15.1% | -5.9% |
| 3M | -15.9% | +32.1% | -48.0% | -11.5% |
| 6M | +12.7% | +62.2% | -49.5% | +20.5% |
| YTD | +72.8% | +16.4% | +56.4% | +86.3% |
| 1Y | +122.9% | -0.3% | +123.2% | +142.9% |
| All | +777.0% | +36.4% | +740.6% | +776.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling