-1.0%
FTV vs HRB
+114.1%
-115.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -4.0% | -8.0% | +4.1% | -2.6% |
| 30D | -11.0% | -16.0% | +4.9% | -8.5% |
| 3M | -8.4% | +26.9% | -35.3% | -12.7% |
| 6M | -2.6% | +51.1% | -53.7% | -10.7% |
| YTD | -0.6% | +7.1% | -7.7% | -2.8% |
| 1Y | +11.0% | -9.6% | +20.6% | +12.2% |
| 3Y | -6.3% | +25.4% | -31.7% | -14.9% |
| All | -1.0% | +114.1% | -115.0% | -19.1% |
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