+2,159.9%
FTI vs HRB
+609.8%
+1,550.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.9% |
| 7D | +5.3% | -5.7% | +10.9% | +7.1% |
| 30D | +15.3% | +7.9% | +7.4% | +11.8% |
| 3M | +15.8% | +32.1% | -16.4% | +4.3% |
| 6M | +22.6% | +62.2% | -39.7% | +1.3% |
| YTD | +79.5% | +16.4% | +63.1% | +64.2% |
| 1Y | +102.0% | -0.3% | +102.3% | +93.8% |
| 3Y | +315.8% | +36.0% | +279.8% | +248.5% |
| 5Y | +1,129.5% | +125.2% | +1,004.3% | +737.9% |
| 10Y | +320.9% | +237.7% | +83.3% | +135.3% |
| All | +2,159.9% | +609.8% | +1,550.1% | +890.9% |
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