+5,150.0%
FFIV vs HRB
+858.4%
+4,291.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.7% |
| 7D | -1.0% | -5.7% | +4.7% | +0.7% |
| 30D | -5.1% | +7.9% | -13.0% | -7.7% |
| 3M | -4.5% | +32.1% | -36.6% | -13.0% |
| 6M | +36.5% | +62.2% | -25.8% | +15.4% |
| YTD | +53.0% | +16.4% | +36.6% | +42.4% |
| 1Y | +24.2% | -0.3% | +24.5% | +20.9% |
| 3Y | +137.2% | +36.0% | +101.2% | +105.4% |
| 5Y | +91.8% | +125.2% | -33.4% | +37.7% |
| 10Y | +215.2% | +237.7% | -22.5% | +77.5% |
| All | +5,150.0% | +858.4% | +4,291.6% | +1,526.0% |
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