+92.6%
HAS vs STZ
+13.4%
+79.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +1.4% | +2.6% | -1.2% | +0.4% |
| 30D | +26.3% | +15.2% | +11.1% | +19.5% |
| 3M | +25.6% | +7.6% | +18.0% | +21.7% |
| 6M | +30.3% | +5.3% | +25.0% | +26.5% |
| YTD | +50.4% | +8.6% | +41.7% | +42.6% |
| 1Y | +57.7% | +15.6% | +42.1% | +45.5% |
| 3Y | +213.4% | -35.2% | +248.5% | +258.5% |
| 5Y | +49.1% | -29.1% | +78.2% | +62.8% |
| All | +92.6% | +13.4% | +79.2% | +70.5% |
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