+7.0%
SHW vs HRB
+16.9%
-9.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.4% | +2.3% | +6.5% |
| 7D | +13.3% | +16.0% | -2.7% | +12.8% |
| 30D | +14.1% | +32.1% | -17.9% | +13.6% |
| 3M | +0.8% | +21.5% | -20.7% | +0.6% |
| 6M | +17.6% | +82.1% | -64.4% | +20.2% |
| YTD | +13.0% | +31.6% | -18.6% | +19.1% |
| 1Y | +7.0% | +15.9% | -8.9% | +12.7% |
| All | +7.0% | +16.9% | -9.9% | +12.7% |
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