+80.5%
FHN vs HRB
+226.2%
-145.7%
-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% | 0.0% | -0.3% |
| 7D | +1.3% | -7.8% | +9.0% | +4.1% |
| 30D | +2.8% | +15.7% | -12.9% | -2.7% |
| 3M | -8.9% | -5.5% | -3.4% | -7.8% |
| 6M | -0.7% | +41.1% | -41.8% | -14.2% |
| YTD | +0.1% | +20.4% | -20.3% | -9.9% |
| 1Y | +10.4% | +15.2% | -4.8% | +1.1% |
| 3Y | +128.8% | +24.3% | +104.5% | +94.8% |
| 5Y | +61.5% | +144.7% | -83.2% | -5.4% |
| All | +80.5% | +226.2% | -145.7% | -14.2% |
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