+5,122.5%
NI vs HRB
+3,134.5%
+1,988.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +2.4% |
| 7D | +2.3% | -9.1% | +11.4% | +4.0% |
| 30D | -1.7% | +0.3% | -1.9% | -2.1% |
| 3M | -8.0% | +23.4% | -31.4% | -12.1% |
| 6M | -8.6% | +45.1% | -53.8% | -16.1% |
| YTD | +2.3% | +8.9% | -6.5% | -1.3% |
| 1Y | +6.9% | -7.9% | +14.9% | +6.3% |
| 3Y | +70.6% | +27.9% | +42.6% | +57.0% |
| 5Y | +96.4% | +108.3% | -11.9% | +61.9% |
| 10Y | +136.1% | +208.4% | -72.3% | +71.3% |
| All | +5,122.5% | +3,134.5% | +1,988.1% | +2,203.3% |
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