-23.8%
WU vs HRB
+336.8%
-360.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | -0.6% |
| 7D | -0.8% | -9.1% | +8.2% | +2.0% |
| 30D | -1.1% | +0.3% | -1.4% | -1.7% |
| 3M | -1.8% | +23.4% | -25.2% | -8.5% |
| 6M | -23.9% | +45.1% | -69.0% | -33.4% |
| YTD | -20.4% | +8.9% | -29.3% | -24.3% |
| 1Y | -10.6% | -7.9% | -2.7% | -10.6% |
| 3Y | -27.7% | +27.9% | -55.7% | -36.2% |
| 5Y | -51.1% | +108.3% | -159.5% | -64.3% |
| 10Y | -40.7% | +208.4% | -249.2% | -65.9% |
| All | -23.8% | +336.8% | -360.6% | -67.9% |
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