+296.4%
WBD vs HRB
+233.4%
+63.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +1.5% |
| 7D | -0.7% | -9.1% | +8.4% | +2.1% |
| 30D | +5.0% | +0.3% | +4.7% | +4.3% |
| 3M | +6.2% | +23.4% | -17.2% | -1.5% |
| 6M | +0.6% | +45.1% | -44.5% | -12.6% |
| YTD | -2.4% | +8.9% | -11.3% | -7.8% |
| 1Y | +127.7% | -7.9% | +135.6% | +126.2% |
| 3Y | +148.4% | +27.9% | +120.5% | +116.3% |
| 5Y | +4.2% | +108.3% | -104.1% | -24.9% |
| 10Y | +10.8% | +208.4% | -197.6% | -36.4% |
| All | +296.4% | +233.4% | +63.0% | +68.4% |
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