+664.5%
STM vs HRB
+205.6%
+458.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +1.7% | -10.6% | +12.3% | +3.8% |
| 30D | -5.2% | -0.8% | -4.3% | -5.6% |
| 3M | -29.6% | +19.1% | -48.7% | -33.3% |
| 6M | +54.4% | +48.7% | +5.7% | +36.2% |
| YTD | +99.5% | +7.1% | +92.4% | +91.3% |
| 1Y | +100.8% | -8.3% | +109.1% | +100.6% |
| 3Y | +20.2% | +25.8% | -5.7% | +6.4% |
| 5Y | +21.1% | +111.1% | -89.9% | -9.7% |
| 10Y | +664.5% | +206.6% | +458.0% | +380.8% |
| All | +664.5% | +205.6% | +458.9% | +380.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling