+8,892.5%
ITW vs HRB
+3,081.6%
+5,810.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -1.9% | -10.6% | +8.7% | +1.0% |
| 30D | -10.4% | -0.8% | -9.5% | -10.7% |
| 3M | +3.5% | +19.1% | -15.5% | -2.1% |
| 6M | -3.4% | +48.7% | -52.1% | -15.2% |
| YTD | +8.5% | +7.1% | +1.4% | +3.4% |
| 1Y | +3.2% | -8.3% | +11.6% | +2.5% |
| 3Y | +18.9% | +25.8% | -6.9% | +6.1% |
| 5Y | +35.0% | +111.1% | -76.1% | +1.8% |
| 10Y | +188.6% | +206.6% | -17.9% | +82.2% |
| All | +8,892.5% | +3,081.6% | +5,810.9% | +2,438.2% |
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