+189.2%
HAS vs STZ
-37.2%
+226.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -0.2% | +4.9% | -5.1% | -1.4% |
| 30D | +31.0% | +20.9% | +10.2% | +24.8% |
| 3M | +30.7% | +8.0% | +22.7% | +27.9% |
| 6M | +23.9% | -5.3% | +29.2% | +25.0% |
| YTD | +48.3% | +5.9% | +42.4% | +43.4% |
| 1Y | +60.2% | +14.2% | +46.0% | +51.0% |
| 3Y | +189.2% | -37.0% | +226.2% | +212.0% |
| All | +189.2% | -37.2% | +226.4% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling