+16.8%
HAS vs UMAC
+141.5%
-124.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +4.9% | -1.5% |
| 7D | -4.8% | +3.3% | -8.1% | -4.8% |
| 30D | -5.1% | -10.4% | +5.3% | -5.1% |
| 3M | +6.4% | +1.8% | +4.6% | +6.5% |
| 6M | -5.6% | +40.7% | -46.4% | -5.7% |
| YTD | +11.0% | +90.9% | -79.9% | +10.1% |
| 1Y | +16.8% | +151.8% | -135.0% | +16.9% |
| All | +16.8% | +141.5% | -124.7% | +16.9% |
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