-29.9%
STM vs HAS
+28.5%
-58.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.7% | -10.7% | -12.3% |
| 7D | -20.1% | 0.0% | -20.1% | -20.0% |
| 30D | -32.0% | +31.3% | -63.3% | -32.3% |
| 3M | -24.2% | +32.1% | -56.3% | -24.6% |
| 6M | -29.9% | +28.1% | -58.1% | -34.5% |
| All | -29.9% | +28.5% | -58.4% | -34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling