-39.3%
FND vs HRB
+1.1%
-40.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +1.9% |
| 7D | -5.2% | -5.7% | +0.4% | -5.0% |
| 30D | -19.9% | +7.9% | -27.8% | -20.0% |
| 3M | +2.7% | +32.1% | -29.4% | +1.9% |
| 6M | -21.7% | +62.2% | -83.9% | -22.7% |
| YTD | -17.5% | +16.4% | -33.9% | -15.2% |
| 1Y | -39.3% | -0.3% | -39.0% | -36.4% |
| All | -39.3% | +1.1% | -40.4% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling