+295.8%
FTI vs HRB
+209.1%
+86.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -4.4% | -8.0% | +3.6% | -2.0% |
| 30D | +1.5% | -16.0% | +17.4% | +6.7% |
| 3M | +8.2% | +26.9% | -18.7% | -1.2% |
| 6M | +18.8% | +51.1% | -32.3% | +0.2% |
| YTD | +71.7% | +7.1% | +64.6% | +62.3% |
| 1Y | +90.0% | -9.6% | +99.7% | +90.7% |
| 3Y | +270.5% | +25.4% | +245.1% | +214.5% |
| 5Y | +1,084.5% | +114.9% | +969.6% | +669.9% |
| All | +295.8% | +209.1% | +86.7% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling