+7,325.6%
STT vs HRB
+3,357.9%
+3,967.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.6% |
| 7D | +0.5% | -5.7% | +6.1% | +2.5% |
| 30D | +3.9% | +7.9% | -4.1% | +0.4% |
| 3M | +20.0% | +32.1% | -12.2% | +7.0% |
| 6M | +55.3% | +62.2% | -6.9% | +26.2% |
| YTD | +53.3% | +16.4% | +36.9% | +39.5% |
| 1Y | +74.7% | -0.3% | +75.0% | +67.2% |
| 3Y | +205.8% | +36.0% | +169.8% | +154.4% |
| 5Y | +145.0% | +125.2% | +19.8% | +63.6% |
| 10Y | +266.0% | +237.7% | +28.3% | +91.5% |
| All | +7,325.6% | +3,357.9% | +3,967.8% | +1,376.1% |
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