+76.5%
FTV vs HRB
+209.1%
-132.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -4.0% | -8.0% | +4.1% | -2.1% |
| 30D | -11.0% | -16.0% | +4.9% | -7.5% |
| 3M | -8.4% | +26.9% | -35.3% | -14.3% |
| 6M | -2.6% | +51.1% | -53.7% | -13.5% |
| YTD | -0.6% | +7.1% | -7.7% | -4.2% |
| 1Y | +11.0% | -9.6% | +20.6% | +11.5% |
| 3Y | -6.3% | +25.4% | -31.7% | -16.0% |
| 5Y | -1.5% | +114.9% | -116.5% | -25.5% |
| All | +76.5% | +209.1% | -132.6% | +15.6% |
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