+678.9%
STM vs HAS
+56.4%
+622.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.8% | -1.8% | +7.6% | +6.7% |
| 30D | -1.0% | +2.3% | -3.3% | -2.2% |
| 3M | -33.3% | +10.4% | -43.6% | -36.5% |
| 6M | +57.4% | -3.2% | +60.6% | +58.2% |
| YTD | +102.2% | +15.4% | +86.8% | +87.0% |
| 1Y | +99.6% | +18.8% | +80.8% | +81.3% |
| 3Y | +14.5% | +43.9% | -29.4% | -6.8% |
| 5Y | +21.4% | +13.9% | +7.5% | +8.5% |
| All | +678.9% | +56.4% | +622.5% | +490.9% |
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