+115.8%
NWSA vs HRB
+153.5%
-37.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.2% |
| 7D | -2.6% | -9.1% | +6.4% | -0.3% |
| 30D | +4.6% | +0.3% | +4.3% | +4.0% |
| 3M | +10.2% | +23.4% | -13.2% | +3.7% |
| 6M | +21.6% | +45.1% | -23.5% | +8.6% |
| YTD | +14.6% | +8.9% | +5.8% | +10.1% |
| 1Y | +0.4% | -7.9% | +8.3% | +0.4% |
| 3Y | +45.0% | +27.9% | +17.1% | +29.5% |
| 5Y | +41.3% | +108.3% | -67.0% | +7.0% |
| 10Y | +142.8% | +208.4% | -65.6% | +52.9% |
| All | +115.8% | +153.5% | -37.7% | +41.0% |
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 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