+222.2%
ACWI vs HRB
+246.2%
-24.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.1% |
| 7D | +0.3% | -2.4% | +2.8% | +0.7% |
| 30D | -2.8% | +15.7% | -18.6% | -5.4% |
| 3M | -3.2% | +11.4% | -14.5% | -5.5% |
| 6M | +1.3% | +40.7% | -39.4% | -5.6% |
| YTD | +11.2% | +21.0% | -9.7% | +5.9% |
| 1Y | +13.8% | +7.2% | +6.5% | +10.9% |
| 3Y | +76.2% | +29.2% | +47.0% | +62.1% |
| 5Y | +59.5% | +142.3% | -82.9% | +25.6% |
| 10Y | +222.2% | +253.1% | -30.9% | +126.2% |
| All | +222.2% | +246.2% | -24.0% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling