+356.8%
ACWI vs HRB
+356.8%
0.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | +0.5% | -5.7% | +6.2% | +1.9% |
| 30D | +0.9% | +7.9% | -7.0% | -1.5% |
| 3M | +2.4% | +32.1% | -29.7% | -5.6% |
| 6M | +12.4% | +62.2% | -49.9% | -3.2% |
| YTD | +15.2% | +16.4% | -1.2% | +7.9% |
| 1Y | +22.7% | -0.3% | +23.0% | +19.5% |
| 3Y | +75.8% | +36.0% | +39.8% | +53.2% |
| 5Y | +67.7% | +125.2% | -57.5% | +22.7% |
| 10Y | +229.0% | +237.7% | -8.7% | +90.8% |
| All | +356.8% | +356.8% | 0.0% | +99.4% |
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