+92.6%
HAS vs STLA
-4.1%
+96.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.5% |
| 7D | +1.4% | -13.8% | +15.1% | +5.9% |
| 30D | +26.3% | -10.5% | +36.8% | +29.9% |
| 3M | +25.6% | -28.9% | +54.5% | +37.7% |
| 6M | +30.3% | -49.7% | +80.0% | +58.0% |
| YTD | +50.4% | -64.9% | +115.3% | +100.5% |
| 1Y | +57.7% | -64.0% | +121.7% | +107.8% |
| 3Y | +213.4% | -77.4% | +290.8% | +358.5% |
| 5Y | +49.1% | -74.4% | +123.5% | +102.2% |
| All | +92.6% | -4.1% | +96.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling