+8.1%
FPS vs HRB
+42.7%
-34.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.4% | +0.7% |
| 7D | +3.1% | -5.7% | +8.8% | +0.5% |
| 30D | -18.6% | +7.9% | -26.5% | -14.9% |
| 3M | -51.5% | +32.1% | -83.6% | -42.6% |
| 6M | -8.5% | +62.2% | -70.8% | +17.4% |
| All | +8.1% | +42.7% | -34.6% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling