+77.1%
STT vs HRB
-8.2%
+85.4%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -1.4% | -12.2% | +10.8% | -1.4% |
| 30D | +2.2% | -3.0% | +5.1% | +2.2% |
| 3M | +18.8% | +21.7% | -2.9% | +18.5% |
| 6M | +57.9% | +52.3% | +5.6% | +56.8% |
| YTD | +51.0% | +6.5% | +44.5% | +51.0% |
| 1Y | +77.1% | -6.7% | +83.8% | +71.2% |
| All | +77.1% | -8.2% | +85.4% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling