+36.6%
FFIV vs HRB
+16.9%
+19.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -0.9% |
| 7D | -9.8% | +16.0% | -25.8% | -11.2% |
| 30D | -28.1% | +32.1% | -60.2% | -30.4% |
| 3M | -20.0% | +21.5% | -41.5% | -22.0% |
| 6M | -0.1% | +82.1% | -82.1% | -9.9% |
| YTD | +29.2% | +31.6% | -2.4% | +26.4% |
| 1Y | +36.6% | +15.9% | +20.7% | +36.7% |
| All | +36.6% | +16.9% | +19.7% | +36.7% |
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 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