+49.3%
SW vs HRB
+42.2%
+7.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | +4.7% | +10.7% | -6.1% | +4.1% |
| 30D | +5.0% | +29.0% | -24.0% | +3.7% |
| 3M | -7.3% | +21.0% | -28.3% | -8.2% |
| 6M | +15.0% | +86.9% | -72.0% | +12.0% |
| YTD | +18.5% | +30.5% | -12.0% | +21.4% |
| 1Y | +27.1% | +13.6% | +13.6% | +33.0% |
| All | +49.3% | +42.2% | +7.0% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling