+1,484.2%
HWM vs HRB
+226.2%
+1,258.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.8% | -4.0% | +2.3% | -0.7% |
| 30D | -2.7% | +15.8% | -18.4% | -7.7% |
| 3M | -22.7% | +12.0% | -34.8% | -26.5% |
| 6M | -18.9% | +40.7% | -59.7% | -29.5% |
| YTD | +7.1% | +21.0% | -13.9% | -3.4% |
| 1Y | +4.7% | +11.7% | -7.0% | -2.8% |
| 3Y | +345.6% | +25.0% | +320.6% | +279.8% |
| 5Y | +588.3% | +141.0% | +447.2% | +322.1% |
| 10Y | +1,516.2% | +241.3% | +1,274.9% | +704.9% |
| All | +1,484.2% | +226.2% | +1,258.0% | +692.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling