+178.7%
STLA vs HRB
+504.4%
-325.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -4.9% | -4.0% | -0.9% | -3.9% |
| 30D | -4.9% | +15.8% | -20.7% | -8.8% |
| 3M | -23.7% | +12.0% | -35.7% | -26.5% |
| 6M | -45.0% | +40.7% | -85.7% | -50.5% |
| YTD | -60.9% | +21.0% | -81.9% | -63.8% |
| 1Y | -58.9% | +11.7% | -70.5% | -61.1% |
| 3Y | -74.4% | +25.0% | -99.4% | -77.1% |
| 5Y | -71.5% | +141.0% | -212.6% | -79.6% |
| 10Y | +5.3% | +241.3% | -236.0% | -36.2% |
| All | +178.7% | +504.4% | -325.6% | +40.8% |
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 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