+987.7%
BBWI vs HRB
+3,357.9%
-2,370.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +4.2% |
| 7D | +1.5% | -5.7% | +7.2% | +3.5% |
| 30D | -5.2% | +7.9% | -13.1% | -8.5% |
| 3M | +11.1% | +32.1% | -21.0% | -0.4% |
| 6M | -13.4% | +62.2% | -75.6% | -29.1% |
| YTD | +0.1% | +16.4% | -16.3% | -8.5% |
| 1Y | -36.1% | -0.3% | -35.9% | -38.5% |
| 3Y | -44.1% | +36.0% | -80.1% | -52.8% |
| 5Y | -66.2% | +125.2% | -191.4% | -76.7% |
| 10Y | -54.8% | +237.7% | -292.4% | -74.4% |
| All | +987.7% | +3,357.9% | -2,370.2% | +83.1% |
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