+100.5%
HAS vs STZ
+3.4%
+97.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.2% | +4.9% | -5.1% | -2.0% |
| 30D | +31.0% | +20.9% | +10.2% | +21.9% |
| 3M | +30.7% | +8.0% | +22.7% | +26.5% |
| 6M | +23.9% | -5.3% | +29.2% | +25.4% |
| YTD | +48.3% | +5.9% | +42.4% | +42.1% |
| 1Y | +60.2% | +14.2% | +46.0% | +48.6% |
| 3Y | +189.2% | -37.0% | +226.2% | +233.9% |
| 5Y | +50.4% | -29.7% | +80.1% | +64.6% |
| All | +100.5% | +3.4% | +97.1% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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