+659.2%
HAS vs WU
-19.6%
+678.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +2.3% | -1.1% | +3.4% | +2.6% |
| 3M | +10.4% | -3.9% | +14.2% | +10.2% |
| 6M | -3.2% | -20.7% | +17.4% | +2.9% |
| YTD | +15.4% | -18.4% | +33.8% | +21.2% |
| 1Y | +18.8% | -8.1% | +26.9% | +18.6% |
| 3Y | +43.9% | -24.2% | +68.1% | +52.9% |
| 5Y | +13.9% | -50.4% | +64.3% | +37.5% |
| 10Y | +56.4% | -40.0% | +96.5% | +73.4% |
| All | +659.2% | -19.6% | +678.8% | +612.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling