+47.6%
ON vs HRB
+13.5%
+34.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -4.1% |
| 7D | +12.2% | -5.1% | +17.3% | +10.4% |
| 30D | -3.1% | +8.7% | -11.8% | -0.1% |
| 3M | -12.9% | -5.4% | -7.5% | -13.9% |
| 6M | -38.6% | +41.6% | -80.2% | -28.1% |
| YTD | +31.2% | +18.7% | +12.6% | +59.9% |
| 1Y | +47.6% | +16.4% | +31.2% | +80.9% |
| All | +47.6% | +13.5% | +34.1% | +80.9% |
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