+157.5%
STT vs HRB
+112.6%
+44.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.2% | -0.1% |
| 7D | +2.2% | -9.1% | +11.2% | +3.8% |
| 30D | +3.9% | +0.3% | +3.6% | +3.4% |
| 3M | +19.2% | +23.4% | -4.2% | +13.5% |
| 6M | +60.4% | +45.1% | +15.3% | +46.7% |
| YTD | +51.5% | +8.9% | +42.6% | +48.3% |
| 1Y | +76.3% | -7.9% | +84.2% | +79.6% |
| 3Y | +200.7% | +27.9% | +172.8% | +172.1% |
| 5Y | +157.5% | +108.3% | +49.1% | +107.8% |
| All | +157.5% | +112.6% | +44.9% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling