-75.0%
FRSH vs HRB
+112.7%
-187.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -6.6% | -8.0% | +1.4% | -4.0% |
| 30D | +2.1% | -16.0% | +18.1% | +8.0% |
| 3M | +29.0% | +26.9% | +2.1% | +18.4% |
| 6M | +48.6% | +51.1% | -2.5% | +28.1% |
| YTD | -2.9% | +7.1% | -10.0% | -7.2% |
| 1Y | -7.9% | -9.6% | +1.7% | -8.1% |
| 3Y | -46.5% | +25.4% | -71.9% | -53.4% |
| All | -75.0% | +112.7% | -187.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling