+644.7%
FLEX vs HRB
+226.2%
+418.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +17.1% | -7.8% | +24.8% | +18.9% |
| 30D | -29.5% | +15.7% | -45.3% | -32.4% |
| 3M | -37.3% | -5.5% | -31.8% | -37.2% |
| 6M | -44.1% | +41.1% | -85.2% | -50.4% |
| YTD | +29.3% | +20.4% | +8.9% | +18.6% |
| 1Y | +24.2% | +15.2% | +8.9% | +15.3% |
| 3Y | +297.3% | +24.3% | +273.0% | +246.0% |
| 5Y | +446.2% | +144.7% | +301.5% | +262.6% |
| All | +644.7% | +226.2% | +418.5% | +325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling