+2,625.3%
FN vs HRB
+571.0%
+2,054.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.8% | -13.4% | -14.1% |
| 7D | -16.0% | +10.7% | -26.7% | -17.7% |
| 30D | -40.1% | +29.0% | -69.1% | -43.3% |
| 3M | -43.9% | +21.0% | -64.9% | -46.5% |
| 6M | -55.6% | +86.9% | -142.6% | -62.6% |
| YTD | -35.7% | +30.5% | -66.2% | -41.2% |
| 1Y | -39.8% | +13.6% | -53.4% | -43.1% |
| 3Y | +80.3% | +42.0% | +38.2% | +56.2% |
| 5Y | +143.3% | +157.2% | -14.0% | +75.6% |
| 10Y | +682.3% | +270.0% | +412.3% | +364.9% |
| All | +2,625.3% | +571.0% | +2,054.3% | +1,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling