+1,727.7%
STM vs HAS
+1,849.9%
-122.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.7% | -10.7% | -11.7% |
| 7D | -20.1% | 0.0% | -20.1% | -20.1% |
| 30D | -32.0% | +31.3% | -63.3% | -39.8% |
| 3M | -24.2% | +32.1% | -56.3% | -33.2% |
| 6M | -29.9% | +28.1% | -58.1% | -38.1% |
| YTD | +54.9% | +49.1% | +5.8% | +28.5% |
| 1Y | +68.0% | +60.5% | +7.5% | +34.9% |
| 3Y | -0.1% | +183.9% | -184.0% | -37.8% |
| 5Y | -17.9% | +51.2% | -69.1% | -35.1% |
| 10Y | +392.2% | +105.3% | +287.0% | +219.4% |
| All | +1,727.7% | +1,849.9% | -122.3% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling