+117.8%
FFIV vs HRB
+221.6%
-103.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -0.5% | -5.1% | +4.5% | +0.4% |
| 30D | -32.4% | +8.7% | -41.1% | -33.6% |
| 3M | -25.7% | -5.4% | -20.3% | -25.3% |
| 6M | -13.5% | +41.6% | -55.1% | -20.4% |
| YTD | +21.1% | +18.7% | +2.5% | +14.6% |
| 1Y | +29.4% | +16.4% | +13.0% | +22.9% |
| 3Y | +94.9% | +22.0% | +72.9% | +80.7% |
| 5Y | +34.7% | +141.2% | -106.5% | +7.3% |
| All | +117.8% | +221.6% | -103.8% | +58.2% |
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