+57.7%
HAS vs UMAC
+8.8%
+48.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.8% |
| 7D | +1.4% | -5.2% | +6.6% | +1.3% |
| 30D | +26.3% | -36.4% | +62.7% | +25.5% |
| 3M | +25.6% | -58.6% | +84.2% | +24.3% |
| 6M | +30.3% | -24.6% | +54.9% | +30.4% |
| YTD | +50.4% | -11.5% | +61.8% | +50.9% |
| 1Y | +57.7% | +16.9% | +40.8% | +58.6% |
| All | +57.7% | +8.8% | +48.9% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling