+100.8%
STM vs HRB
-9.2%
+109.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -1.4% |
| 7D | +1.7% | -10.6% | +12.3% | -2.1% |
| 30D | -5.2% | -0.8% | -4.3% | -4.7% |
| 3M | -29.6% | +19.1% | -48.7% | -23.4% |
| 6M | +54.4% | +48.7% | +5.7% | +76.7% |
| YTD | +99.5% | +7.1% | +92.4% | +120.8% |
| 1Y | +100.8% | -8.3% | +109.1% | +112.7% |
| All | +100.8% | -9.2% | +109.9% | +112.7% |
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 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