+7,864.8%
NTRS vs HRB
+3,080.2%
+4,784.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.9% |
| 7D | +1.4% | -8.0% | +9.4% | +4.2% |
| 30D | -0.7% | -16.0% | +15.3% | +5.0% |
| 3M | +11.3% | +26.9% | -15.5% | +1.3% |
| 6M | +35.5% | +51.1% | -15.6% | +14.0% |
| YTD | +40.6% | +7.1% | +33.5% | +32.3% |
| 1Y | +49.2% | -9.6% | +58.8% | +48.1% |
| 3Y | +167.2% | +25.4% | +141.8% | +130.6% |
| 5Y | +94.9% | +114.9% | -20.0% | +34.9% |
| 10Y | +259.5% | +206.4% | +53.0% | +101.1% |
| All | +7,864.8% | +3,080.2% | +4,784.6% | +2,066.9% |
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 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