+101.9%
HAS vs STLA
+21.0%
+80.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.2% | -6.4% | +8.5% | +4.1% |
| 30D | +29.6% | -1.3% | +30.9% | +29.5% |
| 3M | +30.3% | -19.9% | +50.2% | +37.9% |
| 6M | +25.6% | -42.9% | +68.5% | +46.5% |
| YTD | +50.8% | -59.4% | +110.2% | +92.0% |
| 1Y | +63.0% | -56.8% | +119.9% | +102.7% |
| 3Y | +211.6% | -73.1% | +284.6% | +330.1% |
| 5Y | +50.4% | -70.1% | +120.5% | +94.1% |
| 10Y | +101.9% | +19.8% | +82.1% | +105.3% |
| All | +101.9% | +21.0% | +80.9% | +105.3% |
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