-62.7%
FND vs HRB
+114.1%
-176.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -5.8% | -8.0% | +2.3% | -3.7% |
| 30D | -20.2% | -16.0% | -4.2% | -16.6% |
| 3M | -12.0% | +26.9% | -38.8% | -18.0% |
| 6M | -18.5% | +51.1% | -69.6% | -28.9% |
| YTD | -22.3% | +7.1% | -29.3% | -24.1% |
| 1Y | -47.6% | -9.6% | -38.0% | -45.8% |
| 3Y | -49.8% | +25.4% | -75.2% | -55.6% |
| All | -62.7% | +114.1% | -176.8% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling