+137.2%
NWSA vs HRB
+209.1%
-72.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.8% | -8.0% | +5.2% | -0.7% |
| 30D | +3.0% | -16.0% | +19.0% | +7.7% |
| 3M | +12.3% | +26.9% | -14.5% | +4.8% |
| 6M | +21.9% | +51.1% | -29.3% | +7.5% |
| YTD | +13.6% | +7.1% | +6.5% | +9.5% |
| 1Y | +0.5% | -9.6% | +10.1% | +1.1% |
| 3Y | +43.8% | +25.4% | +18.3% | +28.6% |
| 5Y | +41.2% | +114.9% | -73.7% | +4.7% |
| All | +137.2% | +209.1% | -72.0% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling