+144.8%
HRB vs FGI
-69.8%
+214.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.9% | -8.4% | -6.5% |
| 7D | -9.1% | +5.2% | -14.2% | -9.0% |
| 30D | +0.3% | +65.2% | -65.0% | +0.6% |
| 3M | +23.4% | +30.2% | -6.8% | +23.8% |
| 6M | +45.1% | +87.8% | -42.7% | +44.8% |
| YTD | +8.9% | +32.5% | -23.6% | +8.9% |
| 1Y | -7.9% | +93.6% | -101.5% | -8.9% |
| 3Y | +27.9% | -2.6% | +30.5% | +26.8% |
| All | +144.8% | -69.8% | +214.6% | +146.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling