+64.0%
FBTC vs HRB
+6.3%
+57.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.4% |
| 7D | -5.8% | -12.2% | +6.3% | -4.8% |
| 30D | +21.4% | -3.0% | +24.4% | +21.7% |
| 3M | +24.5% | +21.7% | +2.8% | +21.9% |
| 6M | +9.9% | +52.3% | -42.4% | +3.9% |
| YTD | -12.0% | +6.5% | -18.5% | -11.6% |
| 1Y | -32.3% | -6.7% | -25.7% | -30.5% |
| All | +64.0% | +6.3% | +57.7% | +57.2% |
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 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