+36.6%
FIVE vs HRB
+126.2%
-89.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +5.7% |
| 7D | +4.3% | -5.7% | +9.9% | +5.1% |
| 30D | +12.5% | +7.9% | +4.6% | +10.9% |
| 3M | +31.2% | +32.1% | -0.9% | +24.8% |
| 6M | +14.4% | +62.2% | -47.9% | +4.3% |
| YTD | +33.9% | +16.4% | +17.5% | +31.2% |
| 1Y | +65.1% | -0.3% | +65.3% | +67.2% |
| 3Y | +49.0% | +36.0% | +12.9% | +32.2% |
| All | +36.6% | +126.2% | -89.6% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling