+743.6%
FN vs HRB
+249.6%
+493.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.2% | +15.9% | +12.2% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | -34.3% | +22.1% | -56.4% | -36.4% |
| 3M | -39.9% | +15.7% | -55.6% | -41.6% |
| 6M | -51.8% | +83.3% | -135.2% | -57.5% |
| YTD | -28.1% | +25.0% | -53.2% | -31.8% |
| 1Y | -29.1% | +6.9% | -36.0% | -30.3% |
| 3Y | +102.4% | +39.0% | +63.4% | +82.0% |
| 5Y | +171.7% | +146.4% | +25.3% | +110.3% |
| All | +743.6% | +249.6% | +493.9% | +492.5% |
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