+140.2%
NI vs HRB
+209.1%
-69.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | 0.0% | -8.0% | +8.1% | +1.5% |
| 30D | -1.4% | -16.0% | +14.6% | +1.6% |
| 3M | -10.6% | +26.9% | -37.4% | -15.2% |
| 6M | -9.3% | +51.1% | -60.4% | -17.8% |
| YTD | +1.1% | +7.1% | -5.9% | -1.8% |
| 1Y | +3.4% | -9.6% | +13.0% | +4.0% |
| 3Y | +67.9% | +25.4% | +42.5% | +53.4% |
| 5Y | +98.0% | +114.9% | -17.0% | +55.4% |
| All | +140.2% | +209.1% | -69.0% | +62.7% |
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