-13.4%
FND vs HRB
+16.9%
-30.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.4% | +6.5% | +10.6% |
| 7D | +12.3% | +16.0% | -3.7% | +11.3% |
| 30D | +14.7% | +32.1% | -17.3% | +13.1% |
| 3M | -12.0% | +21.5% | -33.5% | -12.8% |
| 6M | +10.8% | +82.1% | -71.3% | +9.8% |
| YTD | -12.3% | +31.6% | -43.9% | -11.6% |
| 1Y | -13.4% | +15.9% | -29.3% | -10.9% |
| All | -13.4% | +16.9% | -30.3% | -10.9% |
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 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