+186.9%
BNS vs HRB
+209.1%
-22.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -0.4% | -8.0% | +7.6% | +1.2% |
| 30D | +3.5% | -16.0% | +19.4% | +6.8% |
| 3M | +14.1% | +26.9% | -12.8% | +7.9% |
| 6M | +33.8% | +51.1% | -17.3% | +20.7% |
| YTD | +29.5% | +7.1% | +22.4% | +25.6% |
| 1Y | +48.4% | -9.6% | +58.0% | +49.3% |
| 3Y | +129.6% | +25.4% | +104.2% | +109.3% |
| 5Y | +96.1% | +114.9% | -18.8% | +53.0% |
| All | +186.9% | +209.1% | -22.3% | +93.0% |
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