+442.4%
HWM vs HRB
+38.9%
+403.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.3% |
| 7D | -2.1% | -5.7% | +3.6% | -1.9% |
| 30D | -11.0% | +7.9% | -18.9% | -11.4% |
| 3M | +4.0% | +32.1% | -28.1% | +2.2% |
| 6M | -0.2% | +62.2% | -62.5% | -4.3% |
| YTD | +26.7% | +16.4% | +10.2% | +26.5% |
| 1Y | +44.7% | -0.3% | +45.0% | +47.5% |
| All | +442.4% | +38.9% | +403.4% | +405.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling