+572.1%
ON vs HRB
+207.5%
+364.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | -4.7% | -12.2% | +7.4% | -1.3% |
| 30D | -13.5% | -3.0% | -10.5% | -13.3% |
| 3M | -36.3% | +21.7% | -58.0% | -41.2% |
| 6M | +17.8% | +52.3% | -34.6% | -1.5% |
| YTD | +29.6% | +6.5% | +23.1% | +22.1% |
| 1Y | +45.8% | -6.7% | +52.5% | +43.6% |
| 3Y | -28.3% | +25.1% | -53.5% | -39.6% |
| 5Y | +49.6% | +113.8% | -64.1% | -1.1% |
| All | +572.1% | +207.5% | +364.6% | +278.8% |
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