+98.3%
STM vs HRB
+13.5%
+84.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | 0.0% |
| 7D | +12.0% | -5.1% | +17.1% | +9.8% |
| 30D | -0.4% | +8.7% | -9.0% | +3.4% |
| 3M | -13.2% | -5.4% | -7.8% | -13.4% |
| 6M | -26.1% | +41.6% | -67.6% | -13.7% |
| YTD | +81.2% | +18.7% | +62.5% | +122.8% |
| 1Y | +98.3% | +16.4% | +81.9% | +145.8% |
| All | +98.3% | +13.5% | +84.8% | +145.8% |
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 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