+382.5%
GLW vs HRB
+112.6%
+269.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -6.5% | +14.0% | +7.3% |
| 7D | +14.0% | -9.1% | +23.1% | +13.7% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | -11.3% | +23.4% | -34.7% | -11.0% |
| 6M | +35.1% | +45.1% | -10.1% | +34.0% |
| YTD | +90.5% | +8.9% | +81.7% | +95.9% |
| 1Y | +132.0% | -7.9% | +139.9% | +144.8% |
| 3Y | +463.3% | +27.9% | +435.4% | +435.9% |
| 5Y | +382.5% | +108.3% | +274.2% | +325.8% |
| All | +382.5% | +112.6% | +269.9% | +325.8% |
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