+12,071.9%
WAT vs HRB
+1,102.8%
+10,969.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +0.6% | -5.1% | +5.7% | +1.8% |
| 30D | +5.4% | +8.7% | -3.3% | +3.1% |
| 3M | +11.3% | -5.4% | +16.7% | +12.1% |
| 6M | +37.4% | +41.6% | -4.2% | +24.7% |
| YTD | +21.2% | +18.7% | +2.5% | +13.1% |
| 1Y | +21.3% | +16.4% | +4.9% | +13.7% |
| 3Y | +83.4% | +22.0% | +61.4% | +67.7% |
| 5Y | +29.0% | +141.2% | -112.2% | -2.4% |
| 10Y | +223.9% | +223.1% | +0.8% | +112.1% |
| All | +12,071.9% | +1,102.8% | +10,969.1% | +4,733.5% |
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 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