+1,072.7%
FTI vs HRB
+109.9%
+962.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -5.6% | -12.2% | +6.6% | -4.1% |
| 30D | +0.4% | -3.0% | +3.4% | +0.5% |
| 3M | +8.1% | +21.7% | -13.6% | +4.4% |
| 6M | +16.7% | +52.3% | -35.6% | +7.7% |
| YTD | +70.0% | +6.5% | +63.5% | +69.2% |
| 1Y | +85.4% | -6.7% | +92.1% | +90.2% |
| 3Y | +265.9% | +25.1% | +240.8% | +235.3% |
| 5Y | +1,072.7% | +113.8% | +959.0% | +848.5% |
| All | +1,072.7% | +109.9% | +962.9% | +848.5% |
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