+266.3%
STT vs HAS
+56.8%
+209.5%
-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 | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | +3.9% | +2.3% | +1.6% | +2.9% |
| 3M | +20.0% | +10.4% | +9.6% | +14.9% |
| 6M | +55.3% | -3.2% | +58.5% | +55.1% |
| YTD | +53.3% | +15.4% | +37.9% | +42.7% |
| 1Y | +74.7% | +18.8% | +55.9% | +60.5% |
| 3Y | +205.8% | +43.9% | +161.9% | +152.8% |
| 5Y | +145.0% | +13.9% | +131.1% | +118.6% |
| All | +266.3% | +56.8% | +209.5% | +181.3% |
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