+4,789.7%
SITM vs HRB
+142.1%
+4,647.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.4% |
| 7D | +3.9% | -8.0% | +11.9% | +5.9% |
| 30D | -6.6% | -16.0% | +9.4% | -3.0% |
| 3M | -11.9% | +26.9% | -38.7% | -19.2% |
| 6M | +81.1% | +51.1% | +30.0% | +55.8% |
| YTD | +80.0% | +7.1% | +72.9% | +69.2% |
| 1Y | +145.8% | -9.6% | +155.5% | +142.3% |
| 3Y | +475.9% | +25.4% | +450.5% | +383.7% |
| 5Y | +189.2% | +114.9% | +74.3% | +101.3% |
| All | +4,789.7% | +142.1% | +4,647.6% | +3,013.3% |
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