+96.5%
STM vs HAS
+66.3%
+30.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.1% | -7.0% |
| 7D | -6.0% | +2.4% | -8.5% | -6.8% |
| 30D | -20.9% | +31.6% | -52.6% | -28.8% |
| 3M | -15.8% | +33.9% | -49.6% | -24.9% |
| 6M | -17.0% | +31.4% | -48.5% | -26.5% |
| YTD | +76.8% | +51.6% | +25.2% | +42.3% |
| 1Y | +96.5% | +65.2% | +31.3% | +47.3% |
| All | +96.5% | +66.3% | +30.2% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling