+4,202.7%
FFIV vs HRB
+895.9%
+3,306.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.9% | -8.1% | +5.1% | -0.6% |
| 30D | -32.4% | +15.0% | -47.4% | -35.4% |
| 3M | -22.7% | +10.2% | -32.9% | -25.8% |
| 6M | -10.7% | +44.2% | -54.9% | -21.4% |
| YTD | +25.4% | +21.0% | +4.4% | +14.6% |
| 1Y | +34.2% | +12.0% | +22.2% | +25.4% |
| 3Y | +101.2% | +24.9% | +76.3% | +77.9% |
| 5Y | +42.0% | +144.6% | -102.6% | -0.9% |
| 10Y | +126.7% | +229.4% | -102.7% | +28.5% |
| All | +4,202.7% | +895.9% | +3,306.8% | +1,208.4% |
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