+465.1%
STM vs HAS
+97.5%
+367.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | +12.0% | +1.4% | +10.6% | +11.3% |
| 30D | -0.4% | +26.3% | -26.6% | -11.0% |
| 3M | -13.2% | +25.6% | -38.8% | -22.5% |
| 6M | -26.1% | +30.3% | -56.3% | -35.8% |
| YTD | +81.2% | +50.4% | +30.8% | +47.1% |
| 1Y | +98.3% | +57.7% | +40.6% | +57.3% |
| 3Y | +16.7% | +213.4% | -196.6% | -33.2% |
| 5Y | -4.8% | +49.1% | -53.9% | -25.4% |
| All | +465.1% | +97.5% | +367.5% | +292.4% |
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