+448.7%
FIX vs HRB
+36.2%
+412.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.7% | +4.5% |
| 7D | -17.5% | +2.7% | -20.1% | -16.8% |
| 30D | -41.6% | +22.1% | -63.6% | -39.0% |
| 3M | -40.6% | +15.7% | -56.3% | -38.4% |
| 6M | -49.4% | +83.3% | -132.7% | -44.5% |
| YTD | +9.2% | +25.0% | -15.8% | +20.6% |
| 1Y | +6.5% | +6.9% | -0.5% | +19.1% |
| 3Y | +448.7% | +39.0% | +409.7% | +422.6% |
| All | +448.7% | +36.2% | +412.5% | +422.6% |
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