-9.2%
STM vs HAS
+51.1%
-60.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | -5.6% | +2.2% | -7.7% | -6.5% |
| 30D | -14.4% | +29.6% | -44.0% | -24.7% |
| 3M | -20.5% | +30.3% | -50.7% | -30.5% |
| 6M | -24.5% | +25.6% | -50.1% | -33.5% |
| YTD | +72.7% | +50.8% | +21.9% | +38.8% |
| 1Y | +91.0% | +63.0% | +28.0% | +47.6% |
| 3Y | +13.5% | +211.6% | -198.1% | -35.3% |
| 5Y | -9.2% | +50.4% | -59.6% | -22.1% |
| All | -9.2% | +51.1% | -60.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling