-71.5%
STLA vs HRB
+144.6%
-216.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.9% | -4.0% | -0.9% | -4.2% |
| 30D | -4.9% | +15.8% | -20.7% | -7.4% |
| 3M | -23.7% | +12.0% | -35.7% | -25.5% |
| 6M | -45.0% | +40.7% | -85.7% | -48.5% |
| YTD | -60.9% | +21.0% | -81.9% | -61.9% |
| 1Y | -58.9% | +11.7% | -70.5% | -59.1% |
| 3Y | -74.4% | +25.0% | -99.4% | -76.1% |
| 5Y | -71.5% | +141.0% | -212.6% | -78.3% |
| All | -71.5% | +144.6% | -216.1% | -78.3% |
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