+90.1%
STM vs HRB
+8.1%
+82.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -7.9% | -4.0% | -3.9% | -9.2% |
| 30D | -14.1% | +15.8% | -29.9% | -8.6% |
| 3M | -17.6% | +12.0% | -29.6% | -12.3% |
| 6M | -24.2% | +40.7% | -65.0% | -11.4% |
| YTD | +73.3% | +21.0% | +52.3% | +113.9% |
| 1Y | +90.1% | +11.7% | +78.4% | +145.4% |
| All | +90.1% | +8.1% | +82.0% | +145.4% |
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