-13.5%
TW vs HRB
+1.1%
-14.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.3% |
| 7D | -2.3% | -5.7% | +3.3% | -1.6% |
| 30D | +3.9% | +7.9% | -4.0% | +2.6% |
| 3M | +5.7% | +32.1% | -26.4% | +2.0% |
| 6M | -14.5% | +62.2% | -76.8% | -19.0% |
| YTD | -0.9% | +16.4% | -17.3% | -0.6% |
| 1Y | -13.5% | -0.3% | -13.2% | -11.6% |
| All | -13.5% | +1.1% | -14.6% | -11.6% |
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 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