A fractal (rescaled range) analysis applied on a time series of records generated by a fractional Brownian motion process (fBm) estimates the fractal (Hurst) exponent, H. This fractal description of the time series evolution, has allowed for an alternative interpretation of the system’s behaviour, other than the standard statistical one.   Variance of a fractional Brownian motion B(H), fBm, process Probability distribution of a fBm process