-25.4%
STM vs HRB
+41.1%
-66.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -7.9% | -4.0% | -3.9% | -10.0% |
| 30D | -14.1% | +15.8% | -29.9% | -4.4% |
| 3M | -17.6% | +12.0% | -29.6% | -7.5% |
| All | -25.4% | +41.1% | -66.5% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling