+60.9%
HAS vs UMAC
+9.5%
+51.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.6% | +7.3% | +0.7% |
| 7D | +3.3% | -13.9% | +17.1% | +3.1% |
| 30D | +30.5% | -39.6% | +70.1% | +29.6% |
| 3M | +29.9% | -53.6% | +83.5% | +28.7% |
| 6M | +26.5% | -6.2% | +32.7% | +26.9% |
| YTD | +51.9% | -1.2% | +53.1% | +52.6% |
| 1Y | +60.9% | +9.7% | +51.2% | +62.0% |
| All | +60.9% | +9.5% | +51.4% | +62.0% |
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