+20,418.4%
SHW vs HRB
+3,357.9%
+17,060.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.3% |
| 7D | -3.2% | -5.7% | +2.4% | -2.0% |
| 30D | -9.5% | +7.9% | -17.4% | -11.4% |
| 3M | +11.5% | +32.1% | -20.7% | +4.1% |
| 6M | -3.5% | +62.2% | -65.8% | -15.0% |
| YTD | +3.7% | +16.4% | -12.7% | -2.0% |
| 1Y | -7.9% | -0.3% | -7.6% | -10.0% |
| 3Y | +24.7% | +36.0% | -11.3% | +11.8% |
| 5Y | +13.6% | +125.2% | -111.6% | -11.2% |
| 10Y | +283.0% | +237.7% | +45.3% | +153.8% |
| All | +20,418.4% | +3,357.9% | +17,060.5% | +5,666.1% |
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