+4,172.3%
FFIV vs HRB
+895.9%
+3,276.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.5% | +3.2% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | -33.8% | +15.7% | -49.5% | -36.9% |
| 3M | -20.6% | +11.4% | -32.0% | -24.0% |
| 6M | -10.2% | +40.7% | -51.0% | -20.5% |
| YTD | +24.5% | +21.0% | +3.5% | +13.8% |
| 1Y | +29.3% | +7.2% | +22.1% | +22.4% |
| 3Y | +103.8% | +29.2% | +74.6% | +78.4% |
| 5Y | +40.9% | +142.3% | -101.5% | -1.4% |
| 10Y | +126.6% | +253.1% | -126.5% | +25.3% |
| All | +4,172.3% | +895.9% | +3,276.4% | +1,199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling