-68.8%
BBWI vs HRB
+104.8%
-173.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.6% | -4.7% | -5.9% |
| 7D | -4.4% | -10.6% | +6.2% | -1.8% |
| 30D | -7.4% | -0.8% | -6.6% | -7.8% |
| 3M | -2.2% | +19.1% | -21.3% | -7.7% |
| 6M | -16.3% | +48.7% | -65.0% | -26.7% |
| YTD | -9.1% | +7.1% | -16.2% | -11.9% |
| 1Y | -34.5% | -8.3% | -26.2% | -33.3% |
| 3Y | -47.0% | +25.8% | -72.8% | -52.9% |
| 5Y | -68.8% | +111.1% | -179.9% | -76.5% |
| All | -68.8% | +104.8% | -173.7% | -76.5% |
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