+160.3%
FN vs HRB
+36.4%
+124.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +2.6% |
| 7D | -1.7% | -5.7% | +4.0% | -2.5% |
| 30D | -22.0% | +7.9% | -29.9% | -21.1% |
| 3M | -43.0% | +32.1% | -75.1% | -40.1% |
| 6M | -27.7% | +62.2% | -90.0% | -22.7% |
| YTD | -10.5% | +16.4% | -26.9% | -2.0% |
| 1Y | +12.5% | -0.3% | +12.8% | +25.4% |
| All | +160.3% | +36.4% | +124.0% | +141.9% |
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