+115.1%
NOK vs HRB
+114.1%
+1.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +11.0% | -8.0% | +19.0% | +11.5% |
| 30D | +7.8% | -16.0% | +23.8% | +9.1% |
| 3M | -21.0% | +26.9% | -47.9% | -22.8% |
| 6M | +40.9% | +51.1% | -10.2% | +33.8% |
| YTD | +72.0% | +7.1% | +65.0% | +73.3% |
| 1Y | +140.9% | -9.6% | +150.5% | +150.4% |
| 3Y | +194.3% | +25.4% | +168.9% | +178.9% |
| All | +115.1% | +114.1% | +1.1% | +78.7% |
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 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