+1,449.6%
NET vs HRB
+168.0%
+1,281.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.5% |
| 7D | -7.0% | -5.7% | -1.3% | -6.4% |
| 30D | -4.8% | +7.9% | -12.7% | -5.8% |
| 3M | +3.8% | +32.1% | -28.3% | +0.2% |
| 6M | +50.0% | +62.2% | -12.2% | +40.8% |
| YTD | +41.5% | +16.4% | +25.1% | +37.1% |
| 1Y | +32.8% | -0.3% | +33.1% | +30.6% |
| 3Y | +335.9% | +36.0% | +299.8% | +310.5% |
| 5Y | +113.8% | +125.2% | -11.4% | +102.9% |
| All | +1,449.6% | +168.0% | +1,281.6% | +1,732.9% |
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 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