+422.9%
HAS vs STLA
+189.9%
+233.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.2% | -4.5% | +4.4% | +0.8% |
| 30D | +31.0% | -3.9% | +34.9% | +31.7% |
| 3M | +30.7% | -20.2% | +50.8% | +35.9% |
| 6M | +23.9% | -42.2% | +66.1% | +37.0% |
| YTD | +48.3% | -59.3% | +107.6% | +74.2% |
| 1Y | +60.2% | -56.1% | +116.3% | +84.8% |
| 3Y | +189.2% | -73.7% | +262.9% | +259.8% |
| 5Y | +50.4% | -70.3% | +120.7% | +79.7% |
| 10Y | +104.2% | +23.1% | +81.1% | +99.1% |
| All | +422.9% | +189.9% | +233.1% | +392.7% |
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