+43.5%
NWSA vs HRB
+25.2%
+18.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -4.8% | -12.2% | +7.4% | -2.6% |
| 30D | +3.0% | -3.0% | +5.9% | +3.2% |
| 3M | +9.3% | +21.7% | -12.4% | +5.3% |
| 6M | +23.2% | +52.3% | -29.1% | +13.6% |
| YTD | +13.3% | +6.5% | +6.8% | +10.0% |
| 1Y | +2.9% | -6.7% | +9.6% | +1.3% |
| All | +43.5% | +25.2% | +18.2% | +29.1% |
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 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