+22.5%
STM vs HRB
+112.6%
-90.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +5.9% | -0.2% |
| 7D | +5.2% | -9.1% | +14.3% | +5.7% |
| 30D | -7.4% | +0.3% | -7.6% | -7.6% |
| 3M | -30.6% | +23.4% | -54.0% | -32.4% |
| 6M | +66.4% | +45.1% | +21.3% | +56.7% |
| YTD | +101.1% | +8.9% | +92.3% | +102.5% |
| 1Y | +97.4% | -7.9% | +105.3% | +107.2% |
| 3Y | +21.1% | +27.9% | -6.8% | +11.0% |
| 5Y | +22.5% | +108.3% | -85.9% | -4.3% |
| All | +22.5% | +112.6% | -90.1% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling