-56.2%
BBWI vs HRB
+209.1%
-265.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.2% |
| 7D | -4.8% | -8.0% | +3.2% | -1.8% |
| 30D | +3.5% | -16.0% | +19.4% | +10.1% |
| 3M | -0.3% | +26.9% | -27.2% | -10.3% |
| 6M | -5.4% | +51.1% | -56.5% | -22.3% |
| YTD | -4.7% | +7.1% | -11.8% | -10.6% |
| 1Y | -30.5% | -9.6% | -20.9% | -30.1% |
| 3Y | -44.3% | +25.4% | -69.7% | -52.9% |
| 5Y | -66.9% | +114.9% | -181.8% | -78.7% |
| All | -56.2% | +209.1% | -265.4% | -77.9% |
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