+67.9%
FIVE vs HRB
-5.9%
+73.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.5% |
| 7D | +3.7% | -9.1% | +12.7% | +3.3% |
| 30D | +4.0% | +0.3% | +3.7% | +4.2% |
| 3M | +36.2% | +23.4% | +12.8% | +38.4% |
| 6M | +18.0% | +45.1% | -27.1% | +23.0% |
| YTD | +34.9% | +8.9% | +26.0% | +36.1% |
| 1Y | +67.9% | -7.9% | +75.8% | +61.5% |
| All | +67.9% | -5.9% | +73.8% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling