+43.0%
SN vs HRB
+1.1%
+42.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +2.9% | -1.1% |
| 7D | -9.3% | -5.7% | -3.7% | -9.4% |
| 30D | -4.8% | +7.9% | -12.7% | -4.5% |
| 3M | +40.4% | +32.1% | +8.3% | +41.9% |
| 6M | +50.9% | +62.2% | -11.3% | +54.3% |
| YTD | +54.9% | +16.4% | +38.5% | +66.3% |
| 1Y | +43.0% | -0.3% | +43.3% | +52.3% |
| All | +43.0% | +1.1% | +42.0% | +52.3% |
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 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