+25.8%
ON vs HRB
+143.9%
-118.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +17.0% | -7.8% | +24.8% | +17.6% |
| 30D | -3.9% | +15.7% | -19.6% | -5.2% |
| 3M | -11.5% | -5.5% | -6.0% | -11.2% |
| 6M | -29.2% | +41.1% | -70.3% | -32.5% |
| YTD | +36.2% | +20.4% | +15.8% | +35.8% |
| 1Y | +49.6% | +15.2% | +34.4% | +51.2% |
| 3Y | +9.4% | +24.3% | -14.9% | +2.4% |
| 5Y | +25.8% | +144.7% | -118.9% | -6.3% |
| All | +25.8% | +143.9% | -118.1% | -6.3% |
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