-64.5%
STLA vs HRB
+37.6%
-102.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +1.6% |
| 7D | +2.6% | -5.7% | +8.2% | +3.1% |
| 30D | -1.2% | +7.9% | -9.1% | -1.8% |
| 3M | -24.8% | +32.1% | -56.9% | -26.3% |
| 6M | -25.6% | +62.2% | -87.8% | -28.6% |
| YTD | -48.9% | +16.4% | -65.3% | -47.8% |
| 1Y | -38.8% | -0.3% | -38.5% | -35.7% |
| All | -64.5% | +37.6% | -102.1% | -64.8% |
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