+197.9%
TW vs HRB
+151.5%
+46.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.4% | -1.9% |
| 7D | -3.5% | -9.1% | +5.6% | -2.0% |
| 30D | +0.5% | +0.3% | +0.2% | +0.1% |
| 3M | +4.9% | +23.4% | -18.5% | +1.1% |
| 6M | -17.1% | +45.1% | -62.2% | -22.6% |
| YTD | -3.9% | +8.9% | -12.7% | -6.0% |
| 1Y | -13.3% | -7.9% | -5.3% | -12.9% |
| 3Y | +20.9% | +27.9% | -7.0% | +13.0% |
| 5Y | +20.5% | +108.3% | -87.8% | +1.9% |
| All | +197.9% | +151.5% | +46.4% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling