+152.3%
HAS vs UMAC
+237.0%
-84.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +13.3% | -11.6% | +1.5% |
| 7D | +2.2% | -5.5% | +7.7% | +2.2% |
| 30D | +29.6% | -35.3% | +64.9% | +30.4% |
| 3M | +30.3% | -48.4% | +78.6% | +31.4% |
| 6M | +25.6% | +0.4% | +25.2% | +23.9% |
| YTD | +50.8% | +5.8% | +45.0% | +47.6% |
| 1Y | +63.0% | +27.3% | +35.7% | +58.3% |
| All | +152.3% | +237.0% | -84.7% | +118.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling