+102.2%
HAS vs URA
+289.1%
-186.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.1% |
| 30D | +30.5% | -14.8% | +45.3% | +34.7% |
| 3M | +29.9% | -25.3% | +55.2% | +37.2% |
| 6M | +26.5% | -39.9% | +66.5% | +39.1% |
| YTD | +51.9% | -22.4% | +74.4% | +55.6% |
| 1Y | +60.9% | -29.0% | +89.9% | +67.6% |
| 3Y | +215.0% | +41.0% | +174.0% | +164.3% |
| 5Y | +51.5% | +38.3% | +13.2% | +23.2% |
| 10Y | +102.2% | +276.1% | -173.8% | +9.0% |
| All | +102.2% | +289.1% | -186.8% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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