+258.5%
BN vs HRB
+209.1%
+49.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -5.2% | -8.0% | +2.8% | -3.0% |
| 30D | -14.5% | -16.0% | +1.5% | -10.4% |
| 3M | -15.0% | +26.9% | -41.9% | -21.4% |
| 6M | -5.4% | +51.1% | -56.5% | -18.2% |
| YTD | -16.4% | +7.1% | -23.5% | -20.0% |
| 1Y | -16.2% | -9.6% | -6.6% | -15.7% |
| 3Y | +67.5% | +25.4% | +42.1% | +48.4% |
| 5Y | +34.1% | +114.9% | -80.8% | -2.2% |
| All | +258.5% | +209.1% | +49.3% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling