+655.5%
HWM vs HRB
+112.6%
+542.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -6.5% | -4.2% | -9.7% |
| 7D | -9.2% | -9.1% | -0.1% | -7.8% |
| 30D | -17.9% | +0.3% | -18.1% | -18.0% |
| 3M | -6.0% | +23.4% | -29.4% | -9.7% |
| 6M | -7.4% | +45.1% | -52.5% | -14.3% |
| YTD | +13.1% | +8.9% | +4.2% | +11.2% |
| 1Y | +29.3% | -7.9% | +37.2% | +31.8% |
| 3Y | +389.9% | +27.9% | +362.0% | +343.9% |
| 5Y | +655.5% | +108.3% | +547.2% | +503.5% |
| All | +655.5% | +112.6% | +542.9% | +503.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling