+255.5%
NTRS vs HRB
+209.1%
+46.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +1.4% | -8.0% | +9.4% | +3.7% |
| 30D | -0.7% | -16.0% | +15.3% | +4.1% |
| 3M | +11.3% | +26.9% | -15.5% | +2.5% |
| 6M | +35.5% | +51.1% | -15.6% | +16.6% |
| YTD | +40.6% | +7.1% | +33.5% | +34.3% |
| 1Y | +49.2% | -9.6% | +58.8% | +49.9% |
| 3Y | +167.2% | +25.4% | +141.8% | +133.7% |
| 5Y | +94.9% | +114.9% | -20.0% | +37.4% |
| All | +255.5% | +209.1% | +46.3% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling