+12,471.5%
FIX vs HRB
+1,481.4%
+10,990.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.1% |
| 7D | +6.0% | -5.7% | +11.7% | +7.8% |
| 30D | -7.2% | +7.9% | -15.1% | -10.0% |
| 3M | -15.9% | +32.1% | -48.0% | -24.4% |
| 6M | +12.7% | +62.2% | -49.5% | -7.6% |
| YTD | +72.8% | +16.4% | +56.4% | +56.4% |
| 1Y | +122.9% | -0.3% | +123.2% | +111.0% |
| 3Y | +774.3% | +36.0% | +738.3% | +621.3% |
| 5Y | +2,049.5% | +125.2% | +1,924.3% | +1,347.0% |
| 10Y | +5,821.5% | +237.7% | +5,583.8% | +3,111.7% |
| All | +12,471.5% | +1,481.4% | +10,990.1% | +3,647.5% |
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