+197.6%
STT vs HAS
+102.6%
+95.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +1.1% | +3.3% | -2.1% | 0.0% |
| 30D | -1.9% | +30.5% | -32.4% | -11.3% |
| 3M | -7.6% | +29.9% | -37.5% | -16.4% |
| 6M | +16.0% | +26.5% | -10.6% | +5.1% |
| YTD | +36.2% | +51.9% | -15.8% | +14.1% |
| 1Y | +46.8% | +60.9% | -14.1% | +20.2% |
| 3Y | +177.8% | +215.0% | -37.2% | +68.9% |
| 5Y | +105.8% | +51.5% | +54.3% | +65.1% |
| 10Y | +197.6% | +102.2% | +95.3% | +99.5% |
| All | +197.6% | +102.6% | +95.0% | +99.5% |
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 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