+444.1%
STM vs HRB
+252.0%
+192.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -7.9% | -4.0% | -3.9% | -7.4% |
| 30D | -14.1% | +15.8% | -29.9% | -16.8% |
| 3M | -17.6% | +12.0% | -29.6% | -20.3% |
| 6M | -24.2% | +40.7% | -65.0% | -31.3% |
| YTD | +73.3% | +21.0% | +52.3% | +61.4% |
| 1Y | +90.1% | +11.7% | +78.4% | +81.1% |
| 3Y | +10.3% | +25.0% | -14.6% | -1.1% |
| 5Y | -5.7% | +141.0% | -146.8% | -31.8% |
| 10Y | +444.1% | +241.3% | +202.8% | +237.7% |
| All | +444.1% | +252.0% | +192.1% | +237.7% |
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 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