+481.9%
NYT vs HRB
+209.1%
+272.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | -0.6% | -8.0% | +7.4% | +0.7% |
| 30D | +4.6% | -16.0% | +20.5% | +7.5% |
| 3M | -9.6% | +26.9% | -36.4% | -13.5% |
| 6M | -14.0% | +51.1% | -65.1% | -20.8% |
| YTD | -2.8% | +7.1% | -9.9% | -4.9% |
| 1Y | +15.6% | -9.6% | +25.2% | +16.5% |
| 3Y | +56.3% | +25.4% | +30.9% | +45.9% |
| 5Y | +39.5% | +114.9% | -75.4% | +15.6% |
| All | +481.9% | +209.1% | +272.8% | +319.6% |
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