+465.1%
STM vs HRB
+221.6%
+243.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +12.0% | -5.1% | +17.1% | +13.0% |
| 30D | -0.4% | +8.7% | -9.0% | -2.3% |
| 3M | -13.2% | -5.4% | -7.8% | -13.0% |
| 6M | -26.1% | +41.6% | -67.6% | -33.1% |
| YTD | +81.2% | +18.7% | +62.5% | +69.3% |
| 1Y | +98.3% | +16.4% | +81.9% | +86.2% |
| 3Y | +16.7% | +22.0% | -5.3% | +5.1% |
| 5Y | -4.8% | +141.2% | -146.1% | -31.4% |
| All | +465.1% | +221.6% | +243.5% | +254.5% |
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