+125.5%
FHN vs HRB
+209.1%
-83.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -1.2% | -8.0% | +6.8% | +1.7% |
| 30D | -4.8% | -16.0% | +11.2% | +0.9% |
| 3M | -0.7% | +26.9% | -27.6% | -10.2% |
| 6M | +10.6% | +51.1% | -40.5% | -8.3% |
| YTD | +4.6% | +7.1% | -2.5% | -1.3% |
| 1Y | +11.4% | -9.6% | +21.0% | +12.0% |
| 3Y | +132.3% | +25.4% | +106.9% | +95.6% |
| 5Y | +90.2% | +114.9% | -24.8% | +17.5% |
| All | +125.5% | +209.1% | -83.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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