+3,423.2%
BWA vs HRB
+1,240.2%
+2,183.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | +0.1% | -10.6% | +10.7% | +3.5% |
| 30D | -5.6% | -0.8% | -4.7% | -6.1% |
| 3M | -10.7% | +19.1% | -29.8% | -17.0% |
| 6M | +23.2% | +48.7% | -25.5% | +4.4% |
| YTD | +46.0% | +7.1% | +38.9% | +35.6% |
| 1Y | +51.2% | -8.3% | +59.5% | +47.7% |
| 3Y | +69.6% | +25.8% | +43.7% | +45.6% |
| 5Y | +86.6% | +111.1% | -24.5% | +30.3% |
| 10Y | +152.3% | +206.6% | -54.3% | +43.1% |
| All | +3,423.2% | +1,240.2% | +2,183.0% | +1,180.6% |
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