+2,158.0%
HAS vs STZ
+10,950.7%
-8,792.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.0% | -1.5% |
| 7D | 0.0% | +11.8% | -11.8% | -2.4% |
| 30D | +31.3% | +26.0% | +5.3% | +25.1% |
| 3M | +32.1% | +11.5% | +20.6% | +28.9% |
| 6M | +28.1% | -2.0% | +30.1% | +28.1% |
| YTD | +49.1% | +7.9% | +41.2% | +45.5% |
| 1Y | +60.5% | +13.9% | +46.6% | +54.7% |
| 3Y | +183.9% | -35.8% | +219.7% | +205.6% |
| 5Y | +51.2% | -28.4% | +79.6% | +59.0% |
| 10Y | +105.3% | +7.1% | +98.2% | +96.9% |
| All | +2,158.0% | +10,950.7% | -8,792.6% | +999.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling