+142.7%
FFIV vs HRB
+28.7%
+114.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.2% | +0.8% |
| 7D | -1.5% | -9.1% | +7.5% | -0.1% |
| 30D | -2.7% | +0.3% | -2.9% | -3.0% |
| 3M | -1.7% | +23.4% | -25.0% | -6.0% |
| 6M | +36.1% | +45.1% | -9.0% | +25.5% |
| YTD | +52.6% | +8.9% | +43.8% | +48.3% |
| 1Y | +21.5% | -7.9% | +29.4% | +21.8% |
| 3Y | +142.7% | +27.9% | +114.7% | +118.9% |
| All | +142.7% | +28.7% | +114.0% | +118.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling