+804.7%
FN vs HRB
+243.1%
+561.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +8.0% | -8.1% | +16.1% | +9.0% |
| 30D | -19.1% | +15.0% | -34.2% | -21.1% |
| 3M | -29.8% | +10.2% | -40.1% | -31.4% |
| 6M | -43.2% | +44.2% | -87.4% | -47.2% |
| YTD | -18.9% | +21.0% | -39.9% | -22.7% |
| 1Y | -17.9% | +12.0% | -29.9% | -20.4% |
| 3Y | +120.1% | +24.9% | +95.2% | +102.7% |
| 5Y | +206.7% | +144.6% | +62.1% | +137.3% |
| 10Y | +804.7% | +229.4% | +575.2% | +547.6% |
| All | +804.7% | +243.1% | +561.6% | +547.6% |
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