+109.7%
UL vs HAS
+97.5%
+12.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.1% | +1.4% | -0.3% | +0.9% |
| 30D | +4.5% | +26.3% | -21.8% | +0.9% |
| 3M | +6.5% | +25.6% | -19.1% | +2.8% |
| 6M | +18.2% | +30.3% | -12.1% | +13.3% |
| YTD | +4.7% | +50.4% | -45.7% | -1.9% |
| 1Y | +0.8% | +57.7% | -56.9% | -6.2% |
| 3Y | +35.9% | +213.4% | -177.5% | +11.4% |
| 5Y | +33.4% | +49.1% | -15.7% | +22.5% |
| All | +109.7% | +97.5% | +12.2% | +74.7% |
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