+148.0%
SN vs HRB
+13.5%
+134.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.3% | +2.8% |
| 7D | +1.5% | -5.1% | +6.6% | +1.5% |
| 30D | +21.5% | +8.7% | +12.8% | +21.6% |
| 3M | +20.0% | -5.4% | +25.4% | +19.8% |
| 6M | +119.9% | +41.6% | +78.4% | +123.7% |
| YTD | +102.3% | +18.7% | +83.7% | +127.6% |
| 1Y | +148.0% | +16.4% | +131.5% | +181.8% |
| All | +148.0% | +13.5% | +134.5% | +181.8% |
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