+102.2%
HAS vs STZ
+11.6%
+90.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.3% | +5.3% | -2.1% | +1.3% |
| 30D | +30.5% | +19.6% | +10.9% | +21.8% |
| 3M | +29.9% | +10.0% | +19.9% | +24.9% |
| 6M | +26.5% | -0.3% | +26.8% | +25.6% |
| YTD | +51.9% | +8.6% | +43.4% | +44.2% |
| 1Y | +60.9% | +16.6% | +44.3% | +48.0% |
| 3Y | +215.0% | -34.8% | +249.8% | +259.3% |
| 5Y | +51.5% | -27.8% | +79.3% | +64.2% |
| 10Y | +102.2% | +12.5% | +89.7% | +83.4% |
| All | +102.2% | +11.6% | +90.7% | +83.4% |
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