+6,565.3%
STT vs HRB
+3,424.8%
+3,140.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | +4.8% | -5.1% | +9.9% | +6.6% |
| 30D | +3.9% | +8.7% | -4.7% | +0.6% |
| 3M | -8.2% | -5.4% | -2.8% | -7.3% |
| 6M | +15.6% | +41.6% | -26.0% | -0.3% |
| YTD | +37.6% | +18.7% | +19.0% | +23.5% |
| 1Y | +50.1% | +16.4% | +33.7% | +35.4% |
| 3Y | +183.1% | +22.0% | +161.1% | +143.9% |
| 5Y | +104.8% | +141.2% | -36.4% | +32.8% |
| 10Y | +201.9% | +223.1% | -21.3% | +59.8% |
| All | +6,565.3% | +3,424.8% | +3,140.5% | +1,206.5% |
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