+719.3%
NYT vs HRB
+3,080.2%
-2,360.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.3% |
| 7D | -0.6% | -8.0% | +7.4% | +1.4% |
| 30D | +4.6% | -16.0% | +20.5% | +8.9% |
| 3M | -9.6% | +26.9% | -36.4% | -15.4% |
| 6M | -14.0% | +51.1% | -65.1% | -24.1% |
| YTD | -2.8% | +7.1% | -9.9% | -6.8% |
| 1Y | +15.6% | -9.6% | +25.2% | +15.5% |
| 3Y | +56.3% | +25.4% | +30.9% | +40.6% |
| 5Y | +39.5% | +114.9% | -75.4% | +5.9% |
| 10Y | +488.0% | +206.4% | +281.6% | +270.3% |
| All | +719.3% | +3,080.2% | -2,360.9% | +118.0% |
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