+10,249.8%
STX vs HRB
+490.7%
+9,759.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +16.8% | -7.8% | +24.6% | +19.1% |
| 30D | -27.0% | +15.7% | -42.8% | -30.2% |
| 3M | -37.9% | -5.5% | -32.4% | -37.9% |
| 6M | -32.5% | +41.1% | -73.6% | -40.4% |
| YTD | +98.6% | +20.4% | +78.2% | +79.2% |
| 1Y | +93.6% | +15.2% | +78.3% | +76.7% |
| 3Y | +699.1% | +24.3% | +674.7% | +593.2% |
| 5Y | +481.0% | +144.7% | +336.3% | +297.2% |
| 10Y | +2,082.0% | +227.8% | +1,854.2% | +1,126.7% |
| All | +10,249.8% | +490.7% | +9,759.0% | +3,891.1% |
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