+36.4%
FTV vs HRB
+16.9%
+19.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +1.9% |
| 7D | +6.6% | +16.0% | -9.4% | +5.4% |
| 30D | +19.1% | +32.1% | -13.0% | +16.6% |
| 3M | +13.1% | +21.5% | -8.4% | +11.4% |
| 6M | +14.0% | +82.1% | -68.1% | +8.3% |
| YTD | +24.2% | +31.6% | -7.4% | +17.7% |
| 1Y | +36.4% | +15.9% | +20.5% | +32.5% |
| All | +36.4% | +16.9% | +19.5% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling