+138.6%
NOK vs HRB
+209.1%
-70.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.7% |
| 7D | +11.0% | -8.0% | +19.0% | +12.3% |
| 30D | +7.8% | -16.0% | +23.8% | +10.5% |
| 3M | -21.0% | +26.9% | -47.9% | -24.6% |
| 6M | +40.9% | +51.1% | -10.2% | +28.7% |
| YTD | +72.0% | +7.1% | +65.0% | +67.8% |
| 1Y | +140.9% | -9.6% | +150.5% | +142.9% |
| 3Y | +194.3% | +25.4% | +168.9% | +171.9% |
| 5Y | +112.5% | +114.9% | -2.4% | +71.8% |
| All | +138.6% | +209.1% | -70.6% | +69.0% |
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