-9.7%
HRB vs WETO
-99.4%
+89.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +6.0% | +0.5% |
| 7D | -8.0% | -4.3% | -3.7% | -8.1% |
| 30D | -16.0% | -39.9% | +23.9% | -15.1% |
| 3M | +26.9% | -97.9% | +124.8% | +29.4% |
| 6M | +51.1% | -95.0% | +146.2% | +51.2% |
| YTD | +7.1% | -97.2% | +104.2% | +7.3% |
| 1Y | -9.6% | -98.9% | +89.3% | -9.5% |
| All | -9.7% | -99.4% | +89.7% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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