+4,437.5%
SITM vs HRB
+142.2%
+4,295.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | +3.7% | -10.6% | +14.3% | +6.4% |
| 30D | -14.5% | -0.8% | -13.7% | -15.1% |
| 3M | -10.6% | +19.1% | -29.6% | -16.6% |
| 6M | +65.5% | +48.7% | +16.8% | +42.9% |
| YTD | +67.0% | +7.1% | +59.9% | +57.0% |
| 1Y | +138.6% | -8.3% | +146.9% | +134.2% |
| 3Y | +421.8% | +25.8% | +396.0% | +337.7% |
| 5Y | +172.4% | +111.1% | +61.3% | +90.7% |
| All | +4,437.5% | +142.2% | +4,295.3% | +2,788.6% |
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