+158.9%
SN vs HRB
+16.9%
+142.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +4.1% |
| 7D | +10.6% | +16.0% | -5.4% | +10.7% |
| 30D | +20.0% | +32.1% | -12.1% | +20.4% |
| 3M | +30.4% | +21.5% | +8.9% | +30.8% |
| 6M | +91.0% | +82.1% | +8.9% | +96.1% |
| YTD | +95.9% | +31.6% | +64.3% | +119.7% |
| 1Y | +158.9% | +15.9% | +143.0% | +215.7% |
| All | +158.9% | +16.9% | +142.0% | +215.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling