+15.7%
STM vs HAS
+44.2%
-28.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.8% | -1.8% | +7.6% | +6.8% |
| 30D | -1.0% | +2.3% | -3.3% | -2.3% |
| 3M | -33.3% | +10.4% | -43.6% | -36.8% |
| 6M | +57.4% | -3.2% | +60.6% | +58.0% |
| YTD | +102.2% | +15.4% | +86.8% | +84.9% |
| 1Y | +99.6% | +18.8% | +80.8% | +79.0% |
| All | +15.7% | +44.2% | -28.4% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling