+1,945.0%
STM vs HRB
+1,508.9%
+436.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -7.9% | -4.0% | -3.9% | -6.9% |
| 30D | -14.1% | +15.8% | -29.9% | -18.9% |
| 3M | -17.6% | +12.0% | -29.6% | -22.4% |
| 6M | -24.2% | +40.7% | -65.0% | -35.5% |
| YTD | +73.3% | +21.0% | +52.3% | +50.8% |
| 1Y | +90.1% | +11.7% | +78.4% | +70.2% |
| 3Y | +10.3% | +25.0% | -14.6% | -8.2% |
| 5Y | -5.7% | +141.0% | -146.8% | -40.4% |
| 10Y | +444.1% | +241.3% | +202.8% | +168.5% |
| All | +1,945.0% | +1,508.9% | +436.1% | +372.4% |
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