+145.8%
SITM vs HRB
-6.2%
+152.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.6% |
| 7D | +3.9% | -8.0% | +11.9% | +3.2% |
| 30D | -6.6% | -16.0% | +9.4% | -7.6% |
| 3M | -11.9% | +26.9% | -38.7% | -13.4% |
| 6M | +81.1% | +51.1% | +30.0% | +64.7% |
| YTD | +80.0% | +7.1% | +72.9% | +51.5% |
| 1Y | +145.8% | -9.6% | +155.5% | +90.1% |
| All | +145.8% | -6.2% | +152.0% | +90.1% |
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 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