+6.9%
FPS vs HRB
+31.3%
-24.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -4.8% |
| 7D | +5.3% | -10.6% | +16.0% | +0.4% |
| 30D | -17.6% | -0.8% | -16.8% | -17.0% |
| 3M | -45.8% | +19.1% | -64.8% | -38.7% |
| 6M | -10.1% | +48.7% | -58.8% | +11.4% |
| All | +6.9% | +31.3% | -24.4% | +30.4% |
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