+55.0%
ACWI vs HRB
+145.8%
-90.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.3% |
| 7D | -2.4% | +2.7% | -5.0% | -2.6% |
| 30D | -5.2% | +22.1% | -27.3% | -7.0% |
| 3M | -4.8% | +15.7% | -20.5% | -6.4% |
| 6M | -1.3% | +83.3% | -84.7% | -8.5% |
| YTD | +8.4% | +25.0% | -16.6% | +6.2% |
| 1Y | +11.0% | +6.9% | +4.1% | +11.6% |
| 3Y | +70.6% | +39.0% | +31.5% | +59.9% |
| All | +55.0% | +145.8% | -90.8% | +30.2% |
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 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