+1,682.3%
NOK vs HRB
+1,180.7%
+501.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.6% | +8.0% |
| 7D | +7.3% | -9.1% | +16.3% | +9.9% |
| 30D | +13.8% | +0.3% | +13.5% | +13.2% |
| 3M | -27.0% | +23.4% | -50.4% | -32.6% |
| 6M | +37.6% | +45.1% | -7.5% | +18.5% |
| YTD | +64.6% | +8.9% | +55.7% | +53.6% |
| 1Y | +132.0% | -7.9% | +139.9% | +127.1% |
| 3Y | +183.7% | +27.9% | +155.7% | +144.3% |
| 5Y | +101.3% | +108.3% | -7.0% | +43.5% |
| 10Y | +122.4% | +208.4% | -86.0% | +24.3% |
| All | +1,682.3% | +1,180.7% | +501.6% | +391.6% |
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