+104.6%
UL vs HAS
+102.6%
+2.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +2.6% | +3.3% | -0.7% | +2.1% |
| 30D | +6.8% | +30.5% | -23.8% | +2.6% |
| 3M | +5.7% | +29.9% | -24.1% | +1.6% |
| 6M | +15.9% | +26.5% | -10.7% | +11.6% |
| YTD | +4.3% | +51.9% | -47.7% | -2.4% |
| 1Y | -0.4% | +60.9% | -61.3% | -7.6% |
| 3Y | +35.0% | +215.0% | -180.0% | +10.7% |
| 5Y | +31.6% | +51.5% | -19.9% | +20.6% |
| 10Y | +104.6% | +102.2% | +2.4% | +69.0% |
| All | +104.6% | +102.6% | +2.1% | +69.0% |
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