-62.1%
STLA vs HRB
+112.6%
-174.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -1.9% |
| 7D | +0.7% | -9.1% | +9.8% | +2.4% |
| 30D | -2.4% | +0.3% | -2.6% | -2.6% |
| 3M | -23.9% | +23.4% | -47.3% | -26.9% |
| 6M | -24.6% | +45.1% | -69.7% | -30.3% |
| YTD | -50.5% | +8.9% | -59.4% | -50.9% |
| 1Y | -39.8% | -7.9% | -31.9% | -37.8% |
| 3Y | -65.6% | +27.9% | -93.6% | -68.4% |
| 5Y | -62.1% | +108.3% | -170.4% | -69.7% |
| All | -62.1% | +112.6% | -174.7% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling