+41.5%
NU vs HRB
+118.1%
-76.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | -4.9% | -8.0% | +3.2% | -3.7% |
| 30D | +7.8% | -16.0% | +23.8% | +10.7% |
| 3M | +20.9% | +26.9% | -5.9% | +15.3% |
| 6M | +0.9% | +51.1% | -50.2% | -7.8% |
| YTD | -12.7% | +7.1% | -19.7% | -13.6% |
| 1Y | -6.4% | -9.6% | +3.2% | -3.7% |
| 3Y | +98.1% | +25.4% | +72.7% | +77.6% |
| All | +41.5% | +118.1% | -76.6% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling