+1,581.2%
HWM vs HRB
+188.8%
+1,392.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -8.0% | -10.6% | +2.6% | -4.5% |
| 30D | -18.0% | -0.8% | -17.2% | -18.3% |
| 3M | -9.5% | +19.1% | -28.6% | -16.0% |
| 6M | -8.4% | +48.7% | -57.1% | -22.5% |
| YTD | +13.6% | +7.1% | +6.5% | +7.4% |
| 1Y | +30.2% | -8.3% | +38.6% | +29.9% |
| 3Y | +392.2% | +25.8% | +366.4% | +315.0% |
| 5Y | +645.2% | +111.1% | +534.1% | +380.4% |
| All | +1,581.2% | +188.8% | +1,392.4% | +780.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling