+102.4%
FN vs HRB
+36.2%
+66.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.2% | +15.9% | +10.8% |
| 7D | 0.0% | +2.7% | -2.7% | +0.6% |
| 30D | -34.3% | +22.1% | -56.4% | -31.6% |
| 3M | -39.9% | +15.7% | -55.6% | -37.9% |
| 6M | -51.8% | +83.3% | -135.2% | -46.7% |
| YTD | -28.1% | +25.0% | -53.2% | -19.4% |
| 1Y | -29.1% | +6.9% | -36.0% | -19.2% |
| 3Y | +102.4% | +39.0% | +63.4% | +108.2% |
| All | +102.4% | +36.2% | +66.2% | +108.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling