+481.0%
STX vs HRB
+143.9%
+337.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | +16.8% | -7.8% | +24.6% | +16.6% |
| 30D | -27.0% | +15.7% | -42.8% | -26.9% |
| 3M | -37.9% | -5.5% | -32.4% | -37.6% |
| 6M | -32.5% | +41.1% | -73.6% | -33.3% |
| YTD | +98.6% | +20.4% | +78.2% | +102.6% |
| 1Y | +93.6% | +15.2% | +78.3% | +99.1% |
| 3Y | +699.1% | +24.3% | +674.7% | +680.8% |
| 5Y | +481.0% | +144.7% | +336.3% | +407.4% |
| All | +481.0% | +143.9% | +337.1% | +407.4% |
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