+826.4%
FN vs HRB
+246.2%
+580.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.2% | +15.1% | +12.3% |
| 7D | +16.3% | -2.4% | +18.7% | +16.5% |
| 30D | -24.7% | +15.7% | -40.5% | -26.6% |
| 3M | -34.9% | +11.4% | -46.3% | -36.5% |
| 6M | -41.1% | +40.7% | -81.8% | -45.1% |
| YTD | -19.6% | +21.0% | -40.6% | -23.4% |
| 1Y | -18.5% | +7.2% | -25.8% | -20.3% |
| 3Y | +119.1% | +29.2% | +90.0% | +100.0% |
| 5Y | +206.9% | +142.3% | +64.6% | +137.7% |
| 10Y | +826.4% | +253.1% | +573.4% | +558.1% |
| All | +826.4% | +246.2% | +580.2% | +558.1% |
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 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