+153.4%
HAS vs UMAC
+195.7%
-42.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.4% | -1.9% |
| 7D | +1.6% | +10.1% | -8.5% | +1.4% |
| 30D | +26.6% | -39.1% | +65.8% | +27.6% |
| 3M | +29.0% | -56.2% | +85.2% | +30.5% |
| 6M | +30.6% | -16.2% | +46.8% | +29.3% |
| YTD | +51.5% | -7.1% | +58.7% | +48.6% |
| 1Y | +58.5% | +10.3% | +48.2% | +54.3% |
| All | +153.4% | +195.7% | -42.3% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling