+101.9%
HAS vs WU
-36.4%
+138.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +2.2% | +9.1% | -6.9% | -1.4% |
| 30D | +29.6% | +12.1% | +17.5% | +23.7% |
| 3M | +30.3% | +0.3% | +29.9% | +29.5% |
| 6M | +25.6% | -19.1% | +44.8% | +33.8% |
| YTD | +50.8% | -19.2% | +70.0% | +59.7% |
| 1Y | +63.0% | -15.3% | +78.3% | +68.6% |
| 3Y | +211.6% | -21.3% | +232.9% | +225.9% |
| 5Y | +50.4% | -41.7% | +92.1% | +75.0% |
| 10Y | +101.9% | -36.0% | +137.9% | +115.3% |
| All | +101.9% | -36.4% | +138.3% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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