+59.7%
WM vs HRB
+145.8%
-86.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.5% |
| 7D | +1.2% | +2.7% | -1.5% | +0.8% |
| 30D | +13.1% | +22.1% | -9.0% | +10.0% |
| 3M | +3.6% | +15.7% | -12.1% | +1.2% |
| 6M | +8.1% | +83.3% | -75.3% | -1.3% |
| YTD | +8.9% | +25.0% | -16.1% | +4.9% |
| 1Y | +20.3% | +6.9% | +13.4% | +18.6% |
| 3Y | +46.2% | +39.0% | +7.1% | +37.5% |
| All | +59.7% | +145.8% | -86.1% | +37.4% |
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 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