-8.6%
BN vs HRB
+1.1%
-9.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | -0.2% |
| 7D | -2.5% | -5.7% | +3.2% | -2.3% |
| 30D | -9.5% | +7.9% | -17.4% | -9.6% |
| 3M | -10.4% | +32.1% | -42.5% | -10.9% |
| 6M | -6.4% | +62.2% | -68.6% | -7.6% |
| YTD | -11.9% | +16.4% | -28.3% | -11.2% |
| 1Y | -8.6% | -0.3% | -8.3% | -8.3% |
| All | -8.6% | +1.1% | -9.7% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling