+56.9%
FIVE vs HRB
+38.9%
+18.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +5.2% |
| 7D | +4.3% | -5.7% | +9.9% | +4.5% |
| 30D | +12.5% | +7.9% | +4.6% | +12.2% |
| 3M | +31.2% | +32.1% | -0.9% | +30.0% |
| 6M | +14.4% | +62.2% | -47.9% | +12.8% |
| YTD | +33.9% | +16.4% | +17.5% | +35.8% |
| 1Y | +65.1% | -0.3% | +65.3% | +69.7% |
| All | +56.9% | +38.9% | +18.0% | +41.1% |
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