+227.2%
HAS vs URA
-31.1%
+258.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | +2.3% | +7.4% | -5.1% | +0.5% |
| 3M | +10.4% | -8.4% | +18.8% | +11.8% |
| 6M | -3.2% | -12.7% | +9.5% | -1.7% |
| YTD | +15.4% | +7.8% | +7.6% | +10.9% |
| 1Y | +18.8% | +19.5% | -0.7% | +10.0% |
| 3Y | +43.9% | +116.4% | -72.5% | +11.5% |
| 5Y | +13.9% | +134.3% | -120.4% | -17.1% |
| 10Y | +56.4% | +359.3% | -302.8% | -11.5% |
| All | +227.2% | -31.1% | +258.3% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling