+449.1%
SN vs HRB
+67.4%
+381.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -8.1% | +11.6% | +4.0% |
| 30D | +19.4% | +15.0% | +4.4% | +18.5% |
| 3M | +20.9% | +10.2% | +10.7% | +20.1% |
| 6M | +111.1% | +44.2% | +66.9% | +106.4% |
| YTD | +102.8% | +21.0% | +81.8% | +105.7% |
| 1Y | +146.2% | +12.0% | +134.2% | +152.2% |
| 3Y | +441.4% | +24.9% | +416.5% | +426.2% |
| All | +449.1% | +67.4% | +381.7% | +444.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling