+94.0%
NVS vs HRB
+114.1%
-20.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | -14.3% | -8.0% | -6.2% | -13.5% |
| 30D | -10.0% | -16.0% | +6.0% | -8.6% |
| 3M | -10.9% | +26.9% | -37.8% | -12.8% |
| 6M | -12.0% | +51.1% | -63.1% | -15.6% |
| YTD | +2.5% | +7.1% | -4.5% | +2.6% |
| 1Y | +10.7% | -9.6% | +20.3% | +13.4% |
| 3Y | +53.3% | +25.4% | +27.9% | +49.3% |
| All | +94.0% | +114.1% | -20.1% | +78.4% |
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