+33.2%
BN vs HRB
+104.8%
-71.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -3.0% | -10.6% | +7.6% | -0.7% |
| 30D | -13.0% | -0.8% | -12.2% | -13.2% |
| 3M | -15.2% | +19.1% | -34.3% | -19.1% |
| 6M | -5.9% | +48.7% | -54.6% | -15.8% |
| YTD | -15.8% | +7.1% | -22.9% | -17.5% |
| 1Y | -12.2% | -8.3% | -3.9% | -10.2% |
| 3Y | +72.2% | +25.8% | +46.4% | +55.1% |
| 5Y | +33.2% | +111.1% | -77.9% | +5.9% |
| All | +33.2% | +104.8% | -71.6% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling