+98.0%
NI vs HRB
+109.9%
-11.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -0.6% | -12.2% | +11.6% | +0.6% |
| 30D | -1.4% | -3.0% | +1.6% | -1.4% |
| 3M | -10.6% | +21.7% | -32.3% | -12.8% |
| 6M | -9.9% | +52.3% | -62.2% | -14.9% |
| YTD | +1.2% | +6.5% | -5.3% | +0.6% |
| 1Y | +4.4% | -6.7% | +11.1% | +6.0% |
| 3Y | +68.6% | +25.1% | +43.5% | +58.8% |
| 5Y | +98.0% | +113.8% | -15.8% | +68.4% |
| All | +98.0% | +109.9% | -11.9% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling