+496.4%
FIVE vs HRB
+213.0%
+283.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +2.6% |
| 7D | +3.7% | -9.1% | +12.7% | +6.3% |
| 30D | +4.0% | +0.3% | +3.7% | +3.2% |
| 3M | +36.2% | +23.4% | +12.8% | +26.4% |
| 6M | +18.0% | +45.1% | -27.1% | +2.6% |
| YTD | +34.9% | +8.9% | +26.0% | +28.1% |
| 1Y | +67.9% | -7.9% | +75.8% | +67.9% |
| 3Y | +57.3% | +27.9% | +29.4% | +34.5% |
| 5Y | +39.5% | +108.3% | -68.8% | -4.0% |
| 10Y | +496.4% | +208.4% | +288.0% | +215.5% |
| All | +496.4% | +213.0% | +283.5% | +215.5% |
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