I have tried to transform the values from daily $R^d_t$ to weekly $R_t^w$ by calculating the cumulative return: $$RMW_t^w = \left[\left(\frac{RMW_1}{100} + 1\right)\left(\frac{RMW_2}{100}+1\right)...\right] - 1$$
The weekly results $RMW_t^w$ are not the same as the values given for HML from Kenneth French website.
So do i really have to check each week? How does one week work? Is the value 20100115 (weekly) all the values from ( including 8? or just from 11-14 or 15)?
So i checked FF results:
but mine do not all align:
So i am not sure, if i calculate FF5 values if they are right, because SMB is far off. I have to do it over 7 years and some weeks only have 3 days, some 5 etc.