+66.7%
UL vs HAS
+53.3%
+13.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -1.3% | -3.1% | +1.8% | -0.8% |
| 30D | +0.9% | -2.7% | +3.6% | +1.3% |
| 3M | +14.2% | +8.9% | +5.3% | +12.8% |
| 6M | -3.2% | -2.9% | -0.3% | -3.0% |
| YTD | -0.3% | +12.6% | -13.0% | -2.4% |
| 1Y | -8.8% | +17.5% | -26.2% | -11.3% |
| 3Y | +23.9% | +46.2% | -22.3% | +14.7% |
| 5Y | +21.4% | +12.6% | +8.8% | +16.2% |
| 10Y | +66.7% | +55.7% | +11.0% | +45.5% |
| All | +66.7% | +53.3% | +13.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HAS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling