+306.9%
HAS vs STLA
+263.8%
+43.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -1.8% | +2.6% | -4.4% | -2.3% |
| 30D | +2.3% | -1.2% | +3.5% | +2.3% |
| 3M | +10.4% | -24.8% | +35.1% | +16.4% |
| 6M | -3.2% | -25.6% | +22.3% | +1.9% |
| YTD | +15.4% | -48.9% | +64.4% | +30.0% |
| 1Y | +18.8% | -38.8% | +57.6% | +28.1% |
| 3Y | +43.9% | -64.5% | +108.5% | +69.4% |
| 5Y | +13.9% | -62.4% | +76.3% | +30.2% |
| 10Y | +56.4% | +55.4% | +1.0% | +46.1% |
| All | +306.9% | +263.8% | +43.1% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling