+794.1%
FN vs HRB
+252.0%
+542.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -4.1% | -4.0% | 0.0% | -3.7% |
| 30D | -28.3% | +15.8% | -44.1% | -30.1% |
| 3M | -33.9% | +12.0% | -45.9% | -35.5% |
| 6M | -43.9% | +40.7% | -84.7% | -47.7% |
| YTD | -23.4% | +21.0% | -44.4% | -27.0% |
| 1Y | -25.4% | +11.7% | -37.1% | -27.7% |
| 3Y | +107.9% | +25.0% | +82.9% | +91.4% |
| 5Y | +195.1% | +141.0% | +54.1% | +128.6% |
| 10Y | +794.1% | +241.3% | +552.8% | +534.0% |
| All | +794.1% | +252.0% | +542.1% | +534.0% |
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 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