+185.4%
SW vs HRB
+265.0%
-79.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +4.7% | +10.7% | -6.1% | +3.4% |
| 30D | +5.0% | +29.0% | -24.0% | +1.7% |
| 3M | -7.3% | +21.0% | -28.3% | -9.7% |
| 6M | +15.0% | +86.9% | -72.0% | +5.5% |
| YTD | +18.5% | +30.5% | -12.0% | +14.0% |
| 1Y | +27.1% | +13.6% | +13.6% | +24.8% |
| 3Y | +49.3% | +42.0% | +7.3% | +40.4% |
| 5Y | -1.6% | +157.2% | -158.9% | -15.9% |
| All | +185.4% | +265.0% | -79.7% | +134.9% |
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