+43.5%
FIVE vs HRB
+29.4%
+14.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +7.3% | -4.0% | +11.4% | +7.5% |
| 30D | +18.1% | +15.8% | +2.3% | +17.6% |
| 3M | +7.7% | +12.0% | -4.3% | +7.3% |
| 6M | +13.6% | +40.7% | -27.1% | +12.7% |
| YTD | +34.6% | +21.0% | +13.6% | +36.4% |
| 1Y | +66.2% | +11.7% | +54.6% | +69.5% |
| 3Y | +43.5% | +25.0% | +18.5% | +34.7% |
| All | +43.5% | +29.4% | +14.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling