+202.9%
STT vs HAS
+101.4%
+101.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -5.0% | +31.0% | -36.0% | -14.2% |
| 3M | -10.5% | +30.7% | -41.1% | -19.2% |
| 6M | +10.0% | +23.9% | -13.9% | +0.4% |
| YTD | +30.7% | +48.3% | -17.6% | +10.5% |
| 1Y | +43.8% | +60.2% | -16.5% | +17.8% |
| 3Y | +168.1% | +189.2% | -21.1% | +68.5% |
| 5Y | +101.4% | +50.4% | +51.0% | +61.8% |
| All | +202.9% | +101.4% | +101.6% | +104.7% |
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