-99.1%
NVD vs HRB
+25.2%
-124.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.0% | +4.5% |
| 7D | +9.0% | -12.2% | +21.2% | +9.9% |
| 30D | -5.5% | -3.0% | -2.5% | -5.5% |
| 3M | -24.6% | +21.7% | -46.3% | -25.9% |
| 6M | -42.1% | +52.3% | -94.4% | -43.2% |
| YTD | -44.3% | +6.5% | -50.8% | -46.2% |
| 1Y | -54.2% | -6.7% | -47.5% | -56.0% |
| All | -99.1% | +25.2% | -124.3% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling