+68.4%
UL vs HAS
+57.0%
+11.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +0.5% | +2.3% | -1.8% | +0.1% |
| 3M | +17.6% | +10.4% | +7.2% | +15.9% |
| 6M | -5.4% | -3.2% | -2.1% | -5.2% |
| YTD | +0.7% | +15.4% | -14.7% | -1.7% |
| 1Y | -9.3% | +18.8% | -28.1% | -11.9% |
| 3Y | +24.5% | +43.9% | -19.4% | +15.6% |
| 5Y | +23.2% | +13.9% | +9.3% | +17.8% |
| All | +68.4% | +57.0% | +11.4% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling