+193.4%
TW vs HRB
+147.3%
+46.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -4.5% | -8.0% | +3.5% | -3.2% |
| 30D | -2.3% | -16.0% | +13.7% | +0.5% |
| 3M | +2.6% | +26.9% | -24.3% | -1.6% |
| 6M | -17.5% | +51.1% | -68.7% | -23.5% |
| YTD | -5.3% | +7.1% | -12.4% | -7.2% |
| 1Y | -14.8% | -9.6% | -5.2% | -14.1% |
| 3Y | +18.8% | +25.4% | -6.6% | +11.4% |
| 5Y | +20.7% | +114.9% | -94.2% | +1.5% |
| All | +193.4% | +147.3% | +46.2% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling