+3,689.8%
FN vs HRB
+498.5%
+3,191.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.0% | +7.1% | +4.0% |
| 7D | -1.7% | -5.7% | +4.0% | -0.5% |
| 30D | -22.0% | +7.9% | -29.9% | -23.5% |
| 3M | -43.0% | +32.1% | -75.1% | -46.9% |
| 6M | -27.7% | +62.2% | -90.0% | -37.3% |
| YTD | -10.5% | +16.4% | -26.9% | -15.8% |
| 1Y | +12.5% | -0.3% | +12.8% | +9.7% |
| 3Y | +153.8% | +36.0% | +117.8% | +121.7% |
| 5Y | +288.0% | +125.2% | +162.8% | +189.5% |
| 10Y | +906.4% | +237.7% | +668.8% | +511.3% |
| All | +3,689.8% | +498.5% | +3,191.3% | +1,490.4% |
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