+16.5%
NYT vs HRB
+16.9%
-0.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.3% |
| 7D | -3.9% | +16.0% | -19.9% | -5.0% |
| 30D | +4.3% | +32.1% | -27.8% | +2.1% |
| 3M | -11.7% | +21.5% | -33.2% | -13.3% |
| 6M | -14.4% | +82.1% | -96.5% | -15.5% |
| YTD | -3.0% | +31.6% | -34.7% | +0.3% |
| 1Y | +16.5% | +15.9% | +0.6% | +21.4% |
| All | +16.5% | +16.9% | -0.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling