+1,773.8%
HWM vs HRB
+213.8%
+1,560.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.8% |
| 7D | -2.1% | -5.7% | +3.6% | -0.2% |
| 30D | -11.0% | +7.9% | -18.9% | -13.8% |
| 3M | +4.0% | +32.1% | -28.1% | -6.8% |
| 6M | -0.2% | +62.2% | -62.5% | -18.2% |
| YTD | +26.7% | +16.4% | +10.2% | +16.3% |
| 1Y | +44.7% | -0.3% | +45.0% | +40.2% |
| 3Y | +426.1% | +36.0% | +390.1% | +332.0% |
| 5Y | +738.5% | +125.2% | +613.3% | +429.3% |
| All | +1,773.8% | +213.8% | +1,560.0% | +853.5% |
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 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