+0.8%
UL vs HAS
+58.1%
-57.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.6% |
| 3M | +6.5% | +25.6% | -19.1% | +2.5% |
| 6M | +18.2% | +30.3% | -12.1% | +13.1% |
| YTD | +4.7% | +50.4% | -45.7% | -0.4% |
| 1Y | +0.8% | +57.7% | -56.9% | -5.0% |
| All | +0.8% | +58.1% | -57.3% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling