+1,719.0%
FHN vs HRB
+3,493.2%
-1,774.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.9% | -8.1% | +7.2% | +2.1% |
| 30D | +2.0% | +15.0% | -13.0% | -3.3% |
| 3M | -6.8% | +10.2% | -17.1% | -11.2% |
| 6M | -0.8% | +44.2% | -45.0% | -14.9% |
| YTD | +0.6% | +21.0% | -20.4% | -10.3% |
| 1Y | +11.5% | +12.0% | -0.5% | +2.2% |
| 3Y | +130.0% | +24.9% | +105.1% | +96.4% |
| 5Y | +60.8% | +144.6% | -83.8% | +1.9% |
| 10Y | +84.0% | +229.4% | -145.4% | -2.1% |
| All | +1,719.0% | +3,493.2% | -1,774.2% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling