+99.3%
UL vs HAS
+106.1%
-6.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.7% |
| 7D | +0.3% | +2.2% | -1.9% | -0.1% |
| 30D | +7.0% | +29.6% | -22.6% | +2.9% |
| 3M | +5.8% | +30.3% | -24.5% | +1.7% |
| 6M | +16.1% | +25.6% | -9.5% | +12.0% |
| YTD | +4.5% | +50.8% | -46.3% | -2.1% |
| 1Y | -1.3% | +63.0% | -64.3% | -8.6% |
| 3Y | +35.0% | +211.6% | -176.6% | +10.9% |
| 5Y | +31.9% | +50.4% | -18.5% | +21.0% |
| 10Y | +99.3% | +101.9% | -2.6% | +64.4% |
| All | +99.3% | +106.1% | -6.8% | +64.4% |
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