+195.6%
STT vs HRB
+25.9%
+169.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +1.0% | -10.6% | +11.6% | +2.0% |
| 30D | +2.8% | -0.8% | +3.6% | +2.7% |
| 3M | +18.1% | +19.1% | -0.9% | +15.3% |
| 6M | +59.2% | +48.7% | +10.5% | +50.6% |
| YTD | +51.5% | +7.1% | +44.4% | +51.8% |
| 1Y | +75.7% | -8.3% | +84.0% | +81.1% |
| All | +195.6% | +25.9% | +169.6% | +179.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling