+344.2%
ACWI vs HRB
+374.7%
-30.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -8.1% | +7.4% | +1.4% |
| 30D | -2.0% | +15.0% | -17.0% | -5.6% |
| 3M | -2.2% | +10.2% | -12.4% | -5.4% |
| 6M | +1.9% | +44.2% | -42.4% | -8.8% |
| YTD | +12.0% | +21.0% | -9.0% | +3.4% |
| 1Y | +12.5% | +12.0% | +0.5% | +6.0% |
| 3Y | +75.4% | +24.9% | +50.5% | +56.4% |
| 5Y | +61.5% | +144.6% | -83.1% | +15.2% |
| 10Y | +227.1% | +229.4% | -2.3% | +91.5% |
| All | +344.2% | +374.7% | -30.4% | +91.2% |
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 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