-14.8%
TW vs HRB
-6.2%
-8.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -4.5% | -8.0% | +3.5% | -3.4% |
| 30D | -2.3% | -16.0% | +13.7% | 0.0% |
| 3M | +2.6% | +26.9% | -24.3% | -0.1% |
| 6M | -17.5% | +51.1% | -68.7% | -20.9% |
| YTD | -5.3% | +7.1% | -12.4% | -4.0% |
| 1Y | -14.8% | -9.6% | -5.2% | -11.7% |
| All | -14.8% | -6.2% | -8.6% | -11.7% |
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