+21.7%
TW vs HRB
+16.9%
+4.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.3% |
| 7D | +6.0% | +16.0% | -10.1% | +3.5% |
| 30D | +18.6% | +32.1% | -13.5% | +13.7% |
| 3M | +26.5% | +21.5% | +5.0% | +22.4% |
| 6M | +13.1% | +82.1% | -69.0% | +5.5% |
| YTD | +18.5% | +31.6% | -13.1% | +16.8% |
| 1Y | +21.7% | +15.9% | +5.8% | +21.9% |
| All | +21.7% | +16.9% | +4.8% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling