+56.9%
ON vs HRB
+104.8%
-47.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -1.9% | -10.6% | +8.7% | -0.9% |
| 30D | -11.0% | -0.8% | -10.2% | -11.1% |
| 3M | -39.3% | +19.1% | -58.4% | -40.8% |
| 6M | +19.8% | +48.7% | -28.9% | +11.0% |
| YTD | +31.1% | +7.1% | +24.0% | +32.1% |
| 1Y | +46.0% | -8.3% | +54.3% | +53.6% |
| 3Y | -27.5% | +25.8% | -53.4% | -34.8% |
| 5Y | +56.9% | +111.1% | -54.2% | +23.7% |
| All | +56.9% | +104.8% | -47.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling