+60.8%
FHN vs HRB
+141.1%
-80.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -8.1% | +7.2% | +0.4% |
| 30D | +2.0% | +15.0% | -13.0% | -0.3% |
| 3M | -6.8% | +10.2% | -17.1% | -8.7% |
| 6M | -0.8% | +44.2% | -45.0% | -7.1% |
| YTD | +0.6% | +21.0% | -20.4% | -2.6% |
| 1Y | +11.5% | +12.0% | -0.5% | +9.7% |
| 3Y | +130.0% | +24.9% | +105.1% | +116.6% |
| 5Y | +60.8% | +144.6% | -83.8% | +27.0% |
| All | +60.8% | +141.1% | -80.3% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling