-27.5%
ON vs HRB
+25.9%
-53.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.3% |
| 7D | -1.9% | -10.6% | +8.7% | -3.0% |
| 30D | -11.0% | -0.8% | -10.2% | -10.9% |
| 3M | -39.3% | +19.1% | -58.4% | -37.6% |
| 6M | +19.8% | +48.7% | -28.9% | +23.0% |
| YTD | +31.1% | +7.1% | +24.0% | +40.8% |
| 1Y | +46.0% | -8.3% | +54.3% | +60.8% |
| All | -27.5% | +25.9% | -53.4% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling