+439.5%
SN vs HRB
+73.0%
+366.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.2% | +6.9% | +2.9% |
| 7D | +7.2% | +2.7% | +4.5% | +7.0% |
| 30D | +20.4% | +22.1% | -1.7% | +19.1% |
| 3M | +23.9% | +15.7% | +8.2% | +22.8% |
| 6M | +93.0% | +83.3% | +9.7% | +85.9% |
| YTD | +99.2% | +25.0% | +74.2% | +101.7% |
| 1Y | +142.6% | +6.9% | +135.7% | +150.9% |
| 3Y | +398.8% | +39.0% | +359.8% | +380.7% |
| All | +439.5% | +73.0% | +366.4% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling