+20.0%
TW vs HRB
+25.2%
-5.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.7% | -12.2% | +9.4% | -1.2% |
| 30D | -1.7% | -3.0% | +1.2% | -1.6% |
| 3M | +1.6% | +21.7% | -20.1% | -0.8% |
| 6M | -17.7% | +52.3% | -70.0% | -21.5% |
| YTD | -4.3% | +6.5% | -10.8% | -5.0% |
| 1Y | -13.1% | -6.7% | -6.4% | -12.5% |
| All | +20.0% | +25.2% | -5.2% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling