+47.7%
FND vs HRB
+170.4%
-122.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -5.8% | -8.0% | +2.3% | -3.1% |
| 30D | -20.2% | -16.0% | -4.2% | -15.5% |
| 3M | -12.0% | +26.9% | -38.8% | -19.7% |
| 6M | -18.5% | +51.1% | -69.6% | -31.5% |
| YTD | -22.3% | +7.1% | -29.3% | -26.3% |
| 1Y | -47.6% | -9.6% | -38.0% | -47.2% |
| 3Y | -49.8% | +25.4% | -75.2% | -56.6% |
| 5Y | -63.0% | +114.9% | -177.9% | -74.5% |
| All | +47.7% | +170.4% | -122.7% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling