+190.7%
HAS vs URA
+30.2%
+160.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.1% |
| 7D | 0.0% | -13.3% | +13.2% | +1.5% |
| 30D | +31.3% | -25.9% | +57.2% | +35.6% |
| 3M | +32.1% | -27.8% | +59.9% | +36.5% |
| 6M | +28.1% | -42.8% | +71.0% | +35.8% |
| YTD | +49.1% | -27.5% | +76.6% | +52.0% |
| 1Y | +60.5% | -35.1% | +95.7% | +65.8% |
| All | +190.7% | +30.2% | +160.5% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling