-54.2%
NVD vs HRB
-6.2%
-48.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +10.8% | -8.0% | +18.9% | +12.5% |
| 30D | +0.8% | -16.0% | +16.7% | +4.1% |
| 3M | -20.8% | +26.9% | -47.7% | -26.3% |
| 6M | -41.2% | +51.1% | -92.3% | -47.0% |
| YTD | -44.2% | +7.1% | -51.2% | -40.6% |
| 1Y | -54.2% | -9.6% | -44.5% | -40.6% |
| All | -54.2% | -6.2% | -48.0% | -40.6% |
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