+22.9%
ITW vs HRB
+16.9%
+6.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.4% | -2.0% | +2.3% |
| 7D | +6.3% | +16.0% | -9.8% | +6.1% |
| 30D | +11.1% | +32.1% | -21.0% | +10.9% |
| 3M | +0.1% | +21.5% | -21.4% | +0.1% |
| 6M | +18.1% | +82.1% | -64.0% | +21.0% |
| YTD | +21.4% | +31.6% | -10.2% | +28.8% |
| 1Y | +22.9% | +15.9% | +7.0% | +34.5% |
| All | +22.9% | +16.9% | +6.0% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling