-99.2%
NVD vs HRB
+29.0%
-128.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -6.5% | +10.4% | +4.3% |
| 7D | -7.7% | -9.1% | +1.4% | -7.2% |
| 30D | -5.8% | +0.3% | -6.0% | -6.0% |
| 3M | -23.2% | +23.4% | -46.6% | -24.6% |
| 6M | -49.7% | +45.1% | -94.9% | -50.9% |
| YTD | -47.7% | +8.9% | -56.6% | -49.5% |
| 1Y | -61.3% | -7.9% | -53.4% | -63.1% |
| 3Y | -99.2% | +27.9% | -127.1% | -99.1% |
| All | -99.2% | +29.0% | -128.2% | -99.1% |
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