+11.4%
WBD vs HRB
+209.1%
-197.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -0.7% | -8.0% | +7.3% | +1.4% |
| 30D | +1.4% | -16.0% | +17.4% | +5.9% |
| 3M | +4.4% | +26.9% | -22.5% | -2.9% |
| 6M | +0.8% | +51.1% | -50.3% | -11.7% |
| YTD | -2.7% | +7.1% | -9.8% | -6.5% |
| 1Y | +73.4% | -9.6% | +83.0% | +74.5% |
| 3Y | +142.1% | +25.4% | +116.7% | +115.4% |
| 5Y | +7.2% | +114.9% | -107.7% | -21.4% |
| All | +11.4% | +209.1% | -197.8% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling