+35.5%
NTRS vs HRB
+52.9%
-17.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.1% |
| 7D | +1.4% | -8.0% | +9.4% | +1.3% |
| 30D | -0.7% | -16.0% | +15.3% | -0.9% |
| 3M | +11.3% | +26.9% | -15.5% | +12.3% |
| 6M | +35.5% | +51.1% | -15.6% | +40.7% |
| All | +35.5% | +52.9% | -17.3% | +40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling