-75.0%
FRSH vs HRB
+111.6%
-186.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -11.2% | -12.2% | +1.0% | -7.3% |
| 30D | -0.8% | -3.0% | +2.1% | -0.6% |
| 3M | +26.4% | +21.7% | +4.7% | +17.6% |
| 6M | +48.4% | +52.3% | -3.9% | +27.6% |
| YTD | -3.1% | +6.5% | -9.6% | -7.2% |
| 1Y | -8.7% | -6.7% | -2.0% | -9.8% |
| 3Y | -45.8% | +25.1% | -70.9% | -52.8% |
| All | -75.0% | +111.6% | -186.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling