+127.9%
WFC vs HRB
+109.9%
+18.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | -0.1% |
| 7D | +0.3% | -12.2% | +12.5% | +2.5% |
| 30D | +2.3% | -3.0% | +5.2% | +2.5% |
| 3M | +9.8% | +21.7% | -12.0% | +5.0% |
| 6M | +15.6% | +52.3% | -36.8% | +5.0% |
| YTD | -2.4% | +6.5% | -8.9% | -4.2% |
| 1Y | +13.8% | -6.7% | +20.5% | +14.8% |
| 3Y | +134.6% | +25.1% | +109.5% | +116.4% |
| 5Y | +127.9% | +113.8% | +14.1% | +85.0% |
| All | +127.9% | +109.9% | +18.0% | +85.0% |
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