+1,464.0%
NRG vs HRB
+265.3%
+1,198.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | -0.2% | -12.2% | +12.0% | +2.8% |
| 30D | -6.8% | -3.0% | -3.8% | -6.6% |
| 3M | -7.1% | +21.7% | -28.8% | -12.8% |
| 6M | -27.6% | +52.3% | -79.9% | -36.8% |
| YTD | -29.2% | +6.5% | -35.7% | -32.6% |
| 1Y | -29.9% | -6.7% | -23.2% | -31.2% |
| 3Y | +198.7% | +25.1% | +173.5% | +163.2% |
| 5Y | +192.9% | +113.8% | +79.1% | +116.1% |
| 10Y | +1,084.1% | +204.8% | +879.3% | +615.0% |
| All | +1,464.0% | +265.3% | +1,198.7% | +608.4% |
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 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