+56.9%
HAS vs STZ
-9.3%
+66.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | +2.3% | -1.9% | +4.1% | +2.9% |
| 3M | +10.4% | -6.2% | +16.6% | +12.6% |
| 6M | -3.2% | -14.0% | +10.8% | +1.4% |
| YTD | +15.4% | -5.1% | +20.5% | +15.6% |
| 1Y | +18.8% | -9.6% | +28.4% | +20.9% |
| 3Y | +43.9% | -47.2% | +91.2% | +78.7% |
| 5Y | +13.9% | -33.6% | +47.5% | +27.2% |
| All | +56.9% | -9.3% | +66.3% | +50.3% |
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