+44.4%
SITM vs HRB
+16.9%
+27.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.4% | -13.7% | -8.8% |
| 7D | -19.5% | +16.0% | -35.6% | -18.0% |
| 30D | -43.2% | +32.1% | -75.3% | -41.7% |
| 3M | -30.8% | +21.5% | -52.3% | -29.6% |
| 6M | -28.6% | +82.1% | -110.7% | -36.5% |
| YTD | +14.2% | +31.6% | -17.4% | +9.2% |
| 1Y | +44.4% | +15.9% | +28.5% | +63.4% |
| All | +44.4% | +16.9% | +27.5% | +63.4% |
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