+445.6%
SITM vs HRB
+25.2%
+420.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +4.8% | -12.2% | +17.0% | +4.6% |
| 30D | -9.7% | -3.0% | -6.8% | -10.0% |
| 3M | -9.3% | +21.7% | -31.0% | -10.8% |
| 6M | +69.5% | +52.3% | +17.2% | +59.6% |
| YTD | +70.5% | +6.5% | +64.0% | +61.0% |
| 1Y | +145.3% | -6.7% | +151.9% | +132.3% |
| All | +445.6% | +25.2% | +420.4% | +325.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling