-30.2%
NVD vs HRB
+16.9%
-47.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.4% | +2.1% | +5.5% |
| 7D | +15.0% | +16.0% | -1.1% | +11.3% |
| 30D | +39.3% | +32.1% | +7.2% | +32.0% |
| 3M | +3.1% | +21.5% | -18.4% | -1.7% |
| 6M | -19.0% | +82.1% | -101.1% | -27.8% |
| YTD | -35.5% | +31.6% | -67.1% | -36.8% |
| 1Y | -30.2% | +15.9% | -46.1% | -21.8% |
| All | -30.2% | +16.9% | -47.1% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling