+0.2%
SW vs HRB
+141.1%
-140.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.6% | -8.1% | +5.5% | -1.7% |
| 30D | +7.2% | +15.0% | -7.8% | +5.6% |
| 3M | -10.5% | +10.2% | -20.7% | -11.5% |
| 6M | +9.9% | +44.2% | -34.4% | +5.5% |
| YTD | +17.2% | +21.0% | -3.7% | +16.3% |
| 1Y | +26.5% | +12.0% | +14.5% | +27.2% |
| 3Y | +47.7% | +24.9% | +22.7% | +43.3% |
| 5Y | +0.2% | +144.6% | -144.4% | -14.2% |
| All | +0.2% | +141.1% | -140.9% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling