+1.5%
STLA vs HRB
+221.6%
-220.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -13.8% | -5.1% | -8.7% | -12.5% |
| 30D | -10.5% | +8.7% | -19.2% | -12.8% |
| 3M | -28.9% | -5.4% | -23.5% | -28.0% |
| 6M | -49.7% | +41.6% | -91.3% | -55.2% |
| YTD | -64.9% | +18.7% | -83.6% | -67.4% |
| 1Y | -64.0% | +16.4% | -80.5% | -66.4% |
| 3Y | -77.4% | +22.0% | -99.4% | -79.8% |
| 5Y | -74.4% | +141.2% | -215.7% | -82.6% |
| All | +1.5% | +221.6% | -220.1% | -40.9% |
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