+146.2%
SN vs HRB
+11.2%
+135.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -8.1% | +11.6% | +3.5% |
| 30D | +19.4% | +15.0% | +4.4% | +19.7% |
| 3M | +20.9% | +10.2% | +10.7% | +21.3% |
| 6M | +111.1% | +44.2% | +66.9% | +114.6% |
| YTD | +102.8% | +21.0% | +81.8% | +127.8% |
| 1Y | +146.2% | +12.0% | +134.2% | +192.7% |
| All | +146.2% | +11.2% | +135.0% | +192.7% |
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