-47.5%
FPS vs HRB
+41.1%
-88.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -3.2% | +19.3% | +13.3% |
| 7D | -8.0% | -2.4% | -5.5% | -8.9% |
| 30D | -43.5% | +15.7% | -59.3% | -36.0% |
| 3M | -41.6% | +11.4% | -53.0% | -33.6% |
| All | -47.5% | +41.1% | -88.5% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling