+545.2%
HRB vs WTW
+1,101.3%
-556.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -12.2% | -7.8% | -4.4% | -9.2% |
| 30D | -3.0% | -7.9% | +4.9% | +0.4% |
| 3M | +21.7% | +19.9% | +1.8% | +13.0% |
| 6M | +52.3% | +9.8% | +42.5% | +46.0% |
| YTD | +6.5% | -3.3% | +9.8% | +6.9% |
| 1Y | -6.7% | -3.3% | -3.4% | -6.4% |
| 3Y | +25.1% | +61.5% | -36.4% | +1.0% |
| 5Y | +113.8% | +42.6% | +71.2% | +79.5% |
| 10Y | +204.8% | +197.1% | +7.8% | +87.7% |
| All | +545.2% | +1,101.3% | -556.0% | +177.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling