+649.4%
WY vs HRB
+3,134.5%
-2,485.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.0% | +0.6% |
| 7D | -2.1% | -9.1% | +7.0% | +0.8% |
| 30D | -10.5% | +0.3% | -10.7% | -11.3% |
| 3M | -4.9% | +23.4% | -28.3% | -12.1% |
| 6M | -4.9% | +45.1% | -50.0% | -18.2% |
| YTD | -1.7% | +8.9% | -10.5% | -7.8% |
| 1Y | -9.4% | -7.9% | -1.5% | -10.4% |
| 3Y | -22.3% | +27.9% | -50.2% | -32.9% |
| 5Y | -20.5% | +108.3% | -128.9% | -43.7% |
| 10Y | +4.9% | +208.4% | -203.5% | -38.4% |
| All | +649.4% | +3,134.5% | -2,485.0% | +82.4% |
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