+129.6%
BNS vs HRB
+25.9%
+103.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -0.4% | -8.0% | +7.6% | 0.0% |
| 30D | +3.5% | -16.0% | +19.4% | +4.4% |
| 3M | +14.1% | +26.9% | -12.8% | +12.2% |
| 6M | +33.8% | +51.1% | -17.3% | +29.5% |
| YTD | +29.5% | +7.1% | +22.4% | +30.5% |
| 1Y | +48.4% | -9.6% | +58.0% | +53.1% |
| 3Y | +129.6% | +25.4% | +104.2% | +107.8% |
| All | +129.6% | +25.9% | +103.7% | +107.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling