-46.9%
BBWI vs HRB
+25.9%
-72.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -6.0% |
| 7D | -4.4% | -10.6% | +6.2% | -2.7% |
| 30D | -7.4% | -0.8% | -6.6% | -7.6% |
| 3M | -2.2% | +19.1% | -21.3% | -6.1% |
| 6M | -16.3% | +48.7% | -65.0% | -23.8% |
| YTD | -9.1% | +7.1% | -16.2% | -9.9% |
| 1Y | -34.5% | -8.3% | -26.2% | -32.3% |
| All | -46.9% | +25.9% | -72.8% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling