+242.8%
FFIV vs HRB
+205.6%
+37.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.2% |
| 7D | +3.5% | -10.6% | +14.1% | +5.7% |
| 30D | -1.3% | -0.8% | -0.5% | -1.5% |
| 3M | +2.4% | +19.1% | -16.7% | -2.0% |
| 6M | +41.8% | +48.7% | -6.9% | +28.7% |
| YTD | +58.5% | +7.1% | +51.4% | +53.6% |
| 1Y | +24.3% | -8.3% | +32.7% | +24.3% |
| 3Y | +152.0% | +25.8% | +126.2% | +132.6% |
| 5Y | +99.1% | +111.1% | -12.0% | +63.3% |
| 10Y | +242.8% | +206.6% | +36.2% | +151.3% |
| All | +242.8% | +205.6% | +37.2% | +151.3% |
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 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