+199.1%
HRB vs WTW
+198.0%
+1.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -8.0% | -5.7% | -2.3% | -5.5% |
| 30D | -16.0% | -7.3% | -8.7% | -12.9% |
| 3M | +26.9% | +21.5% | +5.4% | +15.8% |
| 6M | +51.1% | +9.6% | +41.5% | +43.8% |
| YTD | +7.1% | -3.3% | +10.3% | +7.2% |
| 1Y | -9.6% | -6.1% | -3.5% | -8.4% |
| 3Y | +25.4% | +61.8% | -36.4% | -2.7% |
| 5Y | +114.9% | +42.7% | +72.2% | +74.5% |
| All | +199.1% | +198.0% | +1.1% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling