+851.7%
FIVE vs HRB
+389.4%
+462.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -4.0% | +9.1% | +6.2% |
| 7D | +4.3% | -5.7% | +9.9% | +5.9% |
| 30D | +12.5% | +7.9% | +4.6% | +9.6% |
| 3M | +31.2% | +32.1% | -0.9% | +19.8% |
| 6M | +14.4% | +62.2% | -47.9% | -3.3% |
| YTD | +33.9% | +16.4% | +17.5% | +24.9% |
| 1Y | +65.1% | -0.3% | +65.3% | +60.8% |
| 3Y | +49.0% | +36.0% | +12.9% | +26.6% |
| 5Y | +30.3% | +125.2% | -94.9% | -9.5% |
| 10Y | +481.1% | +237.7% | +243.4% | +227.4% |
| All | +851.7% | +389.4% | +462.3% | +425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling