+290.2%
BN vs HRB
+221.6%
+68.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -1.0% | -5.1% | +4.1% | +0.4% |
| 30D | +14.0% | +8.7% | +5.3% | +11.2% |
| 3M | -9.0% | -5.4% | -3.6% | -8.0% |
| 6M | -8.8% | +41.6% | -50.4% | -18.8% |
| YTD | -10.3% | +18.7% | -28.9% | -16.8% |
| 1Y | -5.8% | +16.4% | -22.2% | -12.3% |
| 3Y | +94.8% | +22.0% | +72.8% | +74.5% |
| 5Y | +31.5% | +141.2% | -109.8% | -7.7% |
| All | +290.2% | +221.6% | +68.6% | +133.5% |
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