+167.2%
NTRS vs HRB
+25.9%
+141.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | +1.4% | -8.0% | +9.4% | +2.3% |
| 30D | -0.7% | -16.0% | +15.3% | +1.1% |
| 3M | +11.3% | +26.9% | -15.5% | +7.6% |
| 6M | +35.5% | +51.1% | -15.6% | +27.4% |
| YTD | +40.6% | +7.1% | +33.5% | +40.5% |
| 1Y | +49.2% | -9.6% | +58.8% | +53.7% |
| 3Y | +167.2% | +25.4% | +141.8% | +140.9% |
| All | +167.2% | +25.9% | +141.3% | +140.9% |
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