+345.6%
HWM vs HRB
+29.4%
+316.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -4.0% | +2.3% | -1.6% |
| 30D | -2.7% | +15.8% | -18.4% | -3.5% |
| 3M | -22.7% | +12.0% | -34.8% | -23.2% |
| 6M | -18.9% | +40.7% | -59.7% | -20.5% |
| YTD | +7.1% | +21.0% | -13.9% | +6.8% |
| 1Y | +4.7% | +11.7% | -7.0% | +5.5% |
| 3Y | +345.6% | +25.0% | +320.6% | +341.1% |
| All | +345.6% | +29.4% | +316.1% | +341.1% |
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