+34.4%
WAT vs HRB
+141.1%
-106.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.7% | -8.1% | +8.8% | +2.0% |
| 30D | +9.0% | +15.0% | -6.0% | +6.4% |
| 3M | +13.5% | +10.2% | +3.2% | +11.1% |
| 6M | +35.3% | +44.2% | -8.9% | +25.9% |
| YTD | +24.0% | +21.0% | +3.0% | +19.6% |
| 1Y | +22.0% | +12.0% | +10.0% | +19.7% |
| 3Y | +84.0% | +24.9% | +59.1% | +73.7% |
| 5Y | +34.4% | +144.6% | -110.3% | +12.0% |
| All | +34.4% | +141.1% | -106.7% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling