+95.7%
NTR vs HRB
+140.5%
-44.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.4% |
| 7D | +0.5% | -10.6% | +11.1% | +2.9% |
| 30D | +21.7% | -0.8% | +22.6% | +21.3% |
| 3M | +22.8% | +19.1% | +3.7% | +17.0% |
| 6M | +8.2% | +48.7% | -40.5% | -3.4% |
| YTD | +32.9% | +7.1% | +25.8% | +28.6% |
| 1Y | +45.3% | -8.3% | +53.7% | +46.2% |
| 3Y | +41.7% | +25.8% | +15.8% | +26.9% |
| 5Y | +49.8% | +111.1% | -61.3% | +12.2% |
| All | +95.7% | +140.5% | -44.8% | +28.2% |
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