+755.0%
SW vs HRB
+298.6%
+456.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.6% |
| 7D | -5.1% | -5.7% | +0.6% | -4.7% |
| 30D | -4.6% | +7.9% | -12.5% | -5.2% |
| 3M | +9.4% | +32.1% | -22.7% | +7.0% |
| 6M | +3.5% | +62.2% | -58.7% | -0.7% |
| YTD | +22.0% | +16.4% | +5.6% | +20.2% |
| 1Y | +2.2% | -0.3% | +2.5% | +1.9% |
| 3Y | +19.6% | +36.0% | -16.4% | +15.8% |
| 5Y | -2.3% | +125.2% | -127.5% | -9.1% |
| 10Y | +181.4% | +237.7% | -56.3% | +154.6% |
| All | +755.0% | +298.6% | +456.5% | +678.1% |
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