-22.6%
FPS vs HRB
+61.3%
-83.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.4% | -21.7% | -14.9% |
| 7D | -23.3% | +16.0% | -39.4% | -16.4% |
| 30D | -42.4% | +32.1% | -74.5% | -32.6% |
| 3M | -43.0% | +21.5% | -64.5% | -35.0% |
| 6M | -44.5% | +82.1% | -126.6% | -21.9% |
| All | -22.6% | +61.3% | -83.9% | +7.2% |
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