+105.7%
STT vs HAS
+52.7%
+53.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +0.9% |
| 7D | +0.4% | +2.0% | -1.6% | -0.1% |
| 30D | -0.4% | +30.9% | -31.4% | -8.6% |
| 3M | -6.5% | +28.8% | -35.2% | -13.8% |
| 6M | +17.2% | +32.3% | -15.2% | +6.4% |
| YTD | +38.2% | +54.7% | -16.5% | +18.2% |
| 1Y | +49.3% | +63.2% | -13.9% | +25.2% |
| 3Y | +181.9% | +220.7% | -38.8% | +80.6% |
| All | +105.7% | +52.7% | +53.0% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling