+2,285.7%
STM vs HRB
+1,448.0%
+837.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +3.2% |
| 7D | +5.8% | -5.7% | +11.5% | +7.8% |
| 30D | -1.0% | +7.9% | -8.9% | -4.4% |
| 3M | -33.3% | +32.1% | -65.4% | -40.9% |
| 6M | +57.4% | +62.2% | -4.9% | +26.1% |
| YTD | +102.2% | +16.4% | +85.8% | +80.6% |
| 1Y | +99.6% | -0.3% | +99.9% | +87.6% |
| 3Y | +14.5% | +36.0% | -21.5% | -6.8% |
| 5Y | +21.4% | +125.2% | -103.8% | -20.6% |
| 10Y | +695.0% | +237.7% | +457.3% | +297.6% |
| All | +2,285.7% | +1,448.0% | +837.8% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling