+7,843.3%
FIX vs HRB
+1,598.4%
+6,245.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.2% | +9.7% | +6.7% |
| 7D | -17.5% | +2.7% | -20.1% | -18.4% |
| 30D | -41.6% | +22.1% | -63.6% | -45.4% |
| 3M | -40.6% | +15.7% | -56.3% | -44.2% |
| 6M | -49.4% | +83.3% | -132.7% | -60.2% |
| YTD | +9.2% | +25.0% | -15.8% | -4.4% |
| 1Y | +6.5% | +6.9% | -0.5% | -2.1% |
| 3Y | +448.7% | +39.0% | +409.7% | +346.3% |
| 5Y | +948.7% | +146.4% | +802.3% | +578.7% |
| 10Y | +3,659.7% | +254.4% | +3,405.3% | +1,888.7% |
| All | +7,843.3% | +1,598.4% | +6,245.0% | +2,190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling