+196.1%
ON vs HRB
+1,072.5%
-876.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | +12.2% | -5.1% | +17.3% | +14.1% |
| 30D | -3.1% | +8.7% | -11.8% | -6.4% |
| 3M | -12.9% | -5.4% | -7.5% | -12.3% |
| 6M | -38.6% | +41.6% | -80.2% | -47.7% |
| YTD | +31.2% | +18.7% | +12.6% | +15.2% |
| 1Y | +47.6% | +16.4% | +31.2% | +30.4% |
| 3Y | +6.6% | +22.0% | -15.4% | -10.7% |
| 5Y | +21.3% | +141.2% | -120.0% | -24.1% |
| 10Y | +533.3% | +223.1% | +310.2% | +226.3% |
| All | +196.1% | +1,072.5% | -876.4% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling