+12.4%
FHN vs HRB
+15.2%
-2.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +1.3% | -7.8% | +9.0% | +1.7% |
| 30D | +2.8% | +15.7% | -12.9% | +1.9% |
| 3M | -8.9% | -5.5% | -3.4% | -8.9% |
| 6M | -0.7% | +41.1% | -41.8% | -2.1% |
| YTD | +0.1% | +20.4% | -20.3% | +5.3% |
| All | +12.4% | +15.2% | -2.8% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling