+7.8%
WBD vs HRB
+109.9%
-102.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -0.6% | -12.2% | +11.6% | +1.8% |
| 30D | +4.2% | -3.0% | +7.1% | +4.4% |
| 3M | +7.5% | +21.7% | -14.2% | +2.8% |
| 6M | +1.6% | +52.3% | -50.7% | -8.0% |
| YTD | -2.2% | +6.5% | -8.6% | -3.5% |
| 1Y | +124.9% | -6.7% | +131.6% | +129.1% |
| 3Y | +149.1% | +25.1% | +124.0% | +126.3% |
| 5Y | +7.8% | +113.8% | -105.9% | -18.3% |
| All | +7.8% | +109.9% | -102.0% | -18.3% |
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