+96.5%
STM vs HRB
+16.9%
+79.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +4.4% | -10.4% | -4.3% |
| 7D | -6.0% | +16.0% | -22.1% | -0.3% |
| 30D | -20.9% | +32.1% | -53.0% | -11.7% |
| 3M | -15.8% | +21.5% | -37.3% | -7.7% |
| 6M | -17.0% | +82.1% | -99.1% | +3.2% |
| YTD | +76.8% | +31.6% | +45.2% | +123.6% |
| 1Y | +96.5% | +15.9% | +80.6% | +161.9% |
| All | +96.5% | +16.9% | +79.6% | +161.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling