+118.1%
FN vs HRB
+24.9%
+93.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +8.0% | -8.1% | +16.1% | +6.3% |
| 30D | -19.1% | +15.0% | -34.2% | -16.7% |
| 3M | -29.8% | +10.2% | -40.1% | -28.3% |
| 6M | -43.2% | +44.2% | -87.4% | -38.9% |
| YTD | -18.9% | +21.0% | -39.9% | -9.6% |
| 1Y | -17.9% | +12.0% | -29.9% | -7.6% |
| All | +118.1% | +24.9% | +93.2% | +109.7% |
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