+23.7%
HRB vs FGI
+12.3%
+11.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.5% |
| 7D | -7.8% | +13.5% | -21.3% | -7.7% |
| 30D | +15.7% | +17.1% | -1.4% | +15.9% |
| 3M | -5.5% | +78.0% | -83.5% | -4.7% |
| 6M | +41.1% | +46.4% | -5.3% | +42.3% |
| YTD | +20.4% | +47.7% | -27.4% | +21.3% |
| 1Y | +15.2% | +56.8% | -41.6% | +16.2% |
| All | +23.7% | +12.3% | +11.5% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling