+1,808.6%
STM vs HRB
+1,562.5%
+246.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.2% | +8.6% | +5.8% |
| 7D | -10.7% | +2.7% | -13.4% | -11.7% |
| 30D | -25.7% | +22.1% | -47.8% | -31.0% |
| 3M | -21.6% | +15.7% | -37.3% | -26.8% |
| 6M | -27.8% | +83.3% | -111.1% | -44.7% |
| YTD | +61.8% | +25.0% | +36.7% | +39.4% |
| 1Y | +78.1% | +6.9% | +71.2% | +62.2% |
| 3Y | +4.9% | +39.0% | -34.1% | -16.0% |
| 5Y | -14.3% | +146.4% | -160.7% | -46.1% |
| 10Y | +414.1% | +254.4% | +159.6% | +150.5% |
| All | +1,808.6% | +1,562.5% | +246.1% | +336.7% |
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 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