Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTNT vs HRB✓SelectedUSD · HRBFTNT vs HRB performance historyLatest closeAs of-1.75%09/11
Stock and ETF performance explorer

FTNT vs HRB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,072.5%
HRB return
+209.1%
Excess return
+1,863.3%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioHRBExcessAlpha
1D-1.8%+0.5%-2.3%-1.9%
7D-0.1%-8.0%+7.9%+1.5%
30D-3.0%-16.0%+13.0%+0.3%
3M+7.6%+26.9%-19.3%+1.6%
6M+87.0%+51.1%+35.8%+70.1%
YTD+96.5%+7.1%+89.5%+89.3%
1Y+92.9%-9.6%+102.6%+91.1%
3Y+139.8%+25.4%+114.4%+119.9%
5Y+151.3%+114.9%+36.4%+109.8%
All+2,072.5%+209.1%+1,863.3%+1,553.2%

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 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