+66.9%
FBTC vs HRB
+8.7%
+58.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.7% | -1.1% |
| 7D | +1.5% | -9.1% | +10.6% | +2.4% |
| 30D | +20.7% | +0.3% | +20.4% | +20.6% |
| 3M | +23.7% | +23.4% | +0.3% | +21.0% |
| 6M | +15.0% | +45.1% | -30.1% | +10.1% |
| YTD | -10.5% | +8.9% | -19.4% | -10.2% |
| 1Y | -30.3% | -7.9% | -22.3% | -27.9% |
| All | +66.9% | +8.7% | +58.2% | +59.6% |
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