+807.3%
HRB vs NVMI
+1,976.9%
-1,169.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.6% |
| 7D | -10.6% | +6.9% | -17.6% | -11.0% |
| 30D | -0.8% | -2.8% | +2.0% | -0.7% |
| 3M | +19.1% | -27.3% | +46.4% | +20.7% |
| 6M | +48.7% | -13.7% | +62.4% | +48.2% |
| YTD | +7.1% | +13.8% | -6.7% | +4.5% |
| 1Y | -8.3% | +34.9% | -43.2% | -11.9% |
| 3Y | +25.8% | +213.5% | -187.7% | +12.0% |
| 5Y | +111.1% | +272.5% | -161.4% | +84.0% |
| 10Y | +206.6% | +3,142.4% | -2,935.8% | +132.2% |
| All | +807.3% | +1,976.9% | -1,169.6% | +418.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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