+1,883.6%
STX vs HAS
+101.4%
+1,782.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -28.5% | -0.2% | -28.3% | -28.4% |
| 30D | -42.9% | +31.0% | -73.9% | -47.8% |
| 3M | -45.9% | +30.7% | -76.6% | -50.6% |
| 6M | -41.3% | +23.9% | -65.2% | -45.9% |
| YTD | +67.9% | +48.3% | +19.6% | +44.2% |
| 1Y | +66.5% | +60.2% | +6.3% | +39.4% |
| 3Y | +588.0% | +189.2% | +398.8% | +363.6% |
| 5Y | +449.1% | +50.4% | +398.6% | +350.3% |
| All | +1,883.6% | +101.4% | +1,782.3% | +1,312.3% |
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