+209.9%
ON vs HRB
+1,050.2%
-840.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.3% |
| 7D | +2.4% | -5.7% | +8.1% | +4.4% |
| 30D | -3.3% | +7.9% | -11.2% | -6.4% |
| 3M | -43.6% | +32.1% | -75.7% | -50.2% |
| 6M | +19.0% | +62.2% | -43.3% | -5.2% |
| YTD | +37.4% | +16.4% | +21.0% | +22.5% |
| 1Y | +54.8% | -0.3% | +55.0% | +45.5% |
| 3Y | -25.2% | +36.0% | -61.2% | -39.5% |
| 5Y | +62.7% | +125.2% | -62.5% | +5.2% |
| 10Y | +574.3% | +237.7% | +336.7% | +244.1% |
| All | +209.9% | +1,050.2% | -840.3% | -24.7% |
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 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