+15.9%
HRB vs FGI
+38.7%
-22.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.0% | +9.4% | +4.3% |
| 7D | +16.0% | +3.3% | +12.7% | +16.1% |
| 30D | +32.1% | -2.0% | +34.1% | +32.0% |
| 3M | +21.5% | +60.3% | -38.8% | +23.7% |
| 6M | +82.1% | +0.7% | +81.3% | +83.9% |
| YTD | +31.6% | +30.2% | +1.4% | +33.8% |
| 1Y | +15.9% | +44.4% | -28.5% | +16.7% |
| All | +15.9% | +38.7% | -22.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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