+46.8%
STT vs HAS
+63.0%
-16.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +1.1% | +3.3% | -2.1% | +0.7% |
| 30D | -1.9% | +30.5% | -32.4% | -4.9% |
| 3M | -7.6% | +29.9% | -37.5% | -10.4% |
| 6M | +16.0% | +26.5% | -10.6% | +13.5% |
| YTD | +36.2% | +51.9% | -15.8% | +24.0% |
| 1Y | +46.8% | +60.9% | -14.1% | +31.3% |
| All | +46.8% | +63.0% | -16.2% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling