+1,027.6%
FIX vs HRB
+140.6%
+886.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +9.4% | -5.1% | +14.5% | +9.2% |
| 30D | -27.8% | +8.7% | -36.4% | -27.7% |
| 3M | -35.6% | -5.4% | -30.2% | -35.4% |
| 6M | -45.2% | +41.6% | -86.8% | -46.1% |
| YTD | +19.5% | +18.7% | +0.8% | +21.5% |
| 1Y | +24.2% | +16.4% | +7.8% | +26.7% |
| 3Y | +494.2% | +22.0% | +472.2% | +473.6% |
| All | +1,027.6% | +140.6% | +886.9% | +816.6% |
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 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