+88.1%
HAS vs UMAC
+488.3%
-400.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.4% |
| 7D | -3.1% | -4.0% | +0.9% | -3.0% |
| 30D | -6.4% | -9.4% | +3.0% | -6.3% |
| 3M | +10.4% | +3.0% | +7.4% | +9.9% |
| 6M | -3.7% | +27.2% | -30.9% | -5.3% |
| YTD | +12.5% | +84.7% | -72.2% | +9.1% |
| 1Y | +19.8% | +136.5% | -116.6% | +15.0% |
| All | +88.1% | +488.3% | -400.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UMAC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling