+392.6%
STM vs HAS
+101.4%
+291.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +5.0% | +4.7% |
| 7D | -10.7% | -0.2% | -10.6% | -10.7% |
| 30D | -25.7% | +31.0% | -56.8% | -34.9% |
| 3M | -21.6% | +30.7% | -52.2% | -31.3% |
| 6M | -27.8% | +23.9% | -51.7% | -35.8% |
| YTD | +61.8% | +48.3% | +13.4% | +32.1% |
| 1Y | +78.1% | +60.2% | +17.9% | +40.2% |
| 3Y | +4.9% | +189.2% | -184.3% | -37.8% |
| 5Y | -14.3% | +50.4% | -64.7% | -33.1% |
| All | +392.6% | +101.4% | +291.2% | +238.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling