+948.1%
FIX vs HRB
+145.8%
+802.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.7% | +5.3% |
| 7D | -17.5% | +2.7% | -20.1% | -17.4% |
| 30D | -41.6% | +22.1% | -63.6% | -41.4% |
| 3M | -40.6% | +15.7% | -56.3% | -40.6% |
| 6M | -49.4% | +83.3% | -132.7% | -51.2% |
| YTD | +9.2% | +25.0% | -15.8% | +11.3% |
| 1Y | +6.5% | +6.9% | -0.5% | +11.8% |
| 3Y | +448.7% | +39.0% | +409.7% | +418.7% |
| All | +948.1% | +145.8% | +802.3% | +756.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling