+182.7%
SW vs HRB
+249.6%
-67.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.4% |
| 7D | +2.3% | +2.7% | -0.4% | +2.0% |
| 30D | +6.8% | +22.1% | -15.3% | +4.2% |
| 3M | -5.2% | +15.7% | -20.9% | -7.1% |
| 6M | +7.4% | +83.3% | -75.9% | -1.2% |
| YTD | +17.4% | +25.0% | -7.6% | +13.5% |
| 1Y | +27.1% | +6.9% | +20.2% | +25.8% |
| 3Y | +47.9% | +39.0% | +8.8% | +39.3% |
| 5Y | -2.6% | +146.4% | -149.0% | -16.2% |
| All | +182.7% | +249.6% | -67.0% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling