+3,388.7%
GLW vs HRB
+3,493.2%
-104.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -3.2% | +12.5% | +10.1% |
| 7D | -5.9% | -2.4% | -3.5% | -5.5% |
| 30D | -26.0% | +15.7% | -41.7% | -29.4% |
| 3M | -29.9% | +11.4% | -41.3% | -33.1% |
| 6M | -37.8% | +40.7% | -78.5% | -45.7% |
| YTD | +33.1% | +21.0% | +12.2% | +18.3% |
| 1Y | +36.8% | +7.2% | +29.6% | +25.9% |
| 3Y | +356.1% | +29.2% | +326.9% | +283.5% |
| 5Y | +243.8% | +142.3% | +101.5% | +128.4% |
| 10Y | +542.4% | +253.1% | +289.3% | +247.1% |
| All | +3,388.7% | +3,493.2% | -104.5% | +499.5% |
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 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