+1,469.0%
BNS vs HRB
+373.6%
+1,095.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.4% | +0.5% |
| 7D | +1.8% | -9.1% | +10.9% | +4.1% |
| 30D | +4.5% | +0.3% | +4.2% | +3.9% |
| 3M | +15.8% | +23.4% | -7.6% | +8.9% |
| 6M | +31.5% | +45.1% | -13.6% | +17.4% |
| YTD | +28.6% | +8.9% | +19.7% | +22.8% |
| 1Y | +48.2% | -7.9% | +56.1% | +47.2% |
| 3Y | +130.8% | +27.9% | +102.9% | +106.3% |
| 5Y | +94.9% | +108.3% | -13.4% | +49.2% |
| 10Y | +179.6% | +208.4% | -28.9% | +76.9% |
| All | +1,469.0% | +373.6% | +1,095.4% | +663.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling