-25.1%
CDW vs HRB
+38.9%
-64.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | +3.2% | -5.7% | +8.8% | +4.3% |
| 30D | +9.3% | +7.9% | +1.4% | +7.4% |
| 3M | +9.8% | +32.1% | -22.3% | +3.7% |
| 6M | +23.3% | +62.2% | -38.9% | +12.4% |
| YTD | +13.7% | +16.4% | -2.8% | +8.4% |
| 1Y | -6.5% | -0.3% | -6.2% | -8.8% |
| All | -25.1% | +38.9% | -64.1% | -34.1% |
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 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