+181.1%
HRB vs FGI
-70.6%
+251.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.2% |
| 7D | +2.7% | -7.0% | +9.6% | +2.7% |
| 30D | +22.1% | -4.2% | +26.3% | +22.1% |
| 3M | +15.7% | +55.6% | -39.9% | +16.1% |
| 6M | +83.3% | -3.2% | +86.5% | +84.0% |
| YTD | +25.0% | +29.1% | -4.1% | +25.1% |
| 1Y | +6.9% | +51.0% | -44.0% | +6.7% |
| 3Y | +39.0% | +1.5% | +37.5% | +37.5% |
| All | +181.1% | -70.6% | +251.7% | +183.2% |
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