+860.4%
FN vs HRB
+240.7%
+619.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +3.7% |
| 7D | -1.7% | -5.7% | +4.0% | -0.9% |
| 30D | -22.0% | +7.9% | -29.9% | -23.1% |
| 3M | -43.0% | +32.1% | -75.1% | -45.9% |
| 6M | -27.7% | +62.2% | -90.0% | -35.2% |
| YTD | -10.5% | +16.4% | -26.9% | -13.9% |
| 1Y | +12.5% | -0.3% | +12.8% | +11.8% |
| 3Y | +153.8% | +36.0% | +117.8% | +128.2% |
| 5Y | +288.0% | +125.2% | +162.8% | +204.4% |
| All | +860.4% | +240.7% | +619.7% | +522.8% |
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 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