+208.7%
NRG vs HRB
+25.9%
+182.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.7% |
| 7D | -4.7% | -8.0% | +3.4% | -5.4% |
| 30D | -6.0% | -16.0% | +10.0% | -7.5% |
| 3M | -8.0% | +26.9% | -34.8% | -5.9% |
| 6M | -23.2% | +51.1% | -74.3% | -20.5% |
| YTD | -28.1% | +7.1% | -35.1% | -25.1% |
| 1Y | -27.3% | -9.6% | -17.6% | -23.7% |
| 3Y | +208.7% | +25.4% | +183.3% | +200.4% |
| All | +208.7% | +25.9% | +182.8% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling