+322.7%
HAS vs URA
-53.7%
+376.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.6% |
| 7D | 0.0% | -13.3% | +13.2% | +3.0% |
| 30D | +31.3% | -25.9% | +57.2% | +39.7% |
| 3M | +32.1% | -27.8% | +59.9% | +40.8% |
| 6M | +28.1% | -42.8% | +71.0% | +42.5% |
| YTD | +49.1% | -27.5% | +76.6% | +55.3% |
| 1Y | +60.5% | -35.1% | +95.7% | +70.9% |
| 3Y | +183.9% | +31.1% | +152.8% | +145.0% |
| 5Y | +51.2% | +29.8% | +21.5% | +26.7% |
| 10Y | +105.3% | +265.1% | -159.9% | +21.3% |
| All | +322.7% | -53.7% | +376.4% | +250.3% |
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