+48.6%
HAS vs STLA
-70.1%
+118.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.2% | -4.5% | +4.4% | +1.1% |
| 30D | +31.0% | -3.9% | +34.9% | +32.0% |
| 3M | +30.7% | -20.2% | +50.8% | +38.0% |
| 6M | +23.9% | -42.2% | +66.1% | +43.0% |
| YTD | +48.3% | -59.3% | +107.6% | +87.1% |
| 1Y | +60.2% | -56.1% | +116.3% | +96.3% |
| 3Y | +189.2% | -73.7% | +262.9% | +295.3% |
| All | +48.6% | -70.1% | +118.6% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling