+28,547.2%
WM vs HRB
+3,613.7%
+24,933.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.2% |
| 7D | +1.2% | +2.7% | -1.5% | +0.6% |
| 30D | +13.1% | +22.1% | -9.0% | +8.4% |
| 3M | +3.6% | +15.7% | -12.1% | 0.0% |
| 6M | +8.1% | +83.3% | -75.3% | -6.2% |
| YTD | +8.9% | +25.0% | -16.1% | +1.9% |
| 1Y | +20.3% | +6.9% | +13.4% | +16.3% |
| 3Y | +46.2% | +39.0% | +7.1% | +31.6% |
| 5Y | +59.9% | +146.4% | -86.5% | +24.4% |
| 10Y | +345.6% | +254.4% | +91.2% | +199.8% |
| All | +28,547.2% | +3,613.7% | +24,933.5% | +8,500.2% |
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 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