+166.8%
HRB vs FGI
-74.8%
+241.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -25.2% | +23.8% | -1.5% |
| 7D | -5.1% | -14.4% | +9.3% | -5.1% |
| 30D | +8.7% | -11.8% | +20.4% | +8.7% |
| 3M | -5.4% | -46.2% | +40.9% | -5.5% |
| 6M | +41.6% | +5.2% | +36.4% | +42.0% |
| YTD | +18.7% | +10.5% | +8.1% | +18.7% |
| 1Y | +16.4% | +25.5% | -9.1% | +16.2% |
| 3Y | +22.0% | -16.0% | +38.0% | +20.8% |
| All | +166.8% | -74.8% | +241.6% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling