+743.1%
SW vs HRB
+350.6%
+392.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.7% |
| 7D | +12.1% | +16.0% | -4.0% | +10.8% |
| 30D | +6.6% | +32.1% | -25.5% | +4.3% |
| 3M | -6.0% | +21.5% | -27.5% | -7.5% |
| 6M | +21.5% | +82.1% | -60.6% | +15.6% |
| YTD | +20.3% | +31.6% | -11.3% | +17.4% |
| 1Y | +28.1% | +15.9% | +12.3% | +26.3% |
| 3Y | +51.6% | +43.2% | +8.4% | +46.3% |
| 5Y | -0.1% | +166.4% | -166.5% | -8.2% |
| 10Y | +189.7% | +273.1% | -83.4% | +159.8% |
| All | +743.1% | +350.6% | +392.4% | +659.9% |
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 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