+215.0%
HAS vs STLA
-74.3%
+289.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +1.6% |
| 7D | +3.3% | -4.9% | +8.2% | +4.5% |
| 30D | +30.5% | -4.9% | +35.5% | +31.7% |
| 3M | +29.9% | -23.7% | +53.5% | +37.8% |
| 6M | +26.5% | -45.0% | +71.5% | +45.2% |
| YTD | +51.9% | -60.9% | +112.8% | +88.3% |
| 1Y | +60.9% | -58.9% | +119.8% | +95.7% |
| 3Y | +215.0% | -74.4% | +289.4% | +277.9% |
| All | +215.0% | -74.3% | +289.2% | +277.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling