+207.2%
UMC vs HAS
+20.3%
+186.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.6% |
| 7D | +5.0% | -1.8% | +6.8% | +5.1% |
| 30D | +7.7% | +2.3% | +5.4% | +7.5% |
| 3M | +1.7% | +10.4% | -8.7% | +0.1% |
| 6M | +113.9% | -3.2% | +117.2% | +112.6% |
| YTD | +168.9% | +15.4% | +153.5% | +166.1% |
| 1Y | +207.2% | +18.8% | +188.4% | +191.8% |
| All | +207.2% | +20.3% | +186.9% | +191.8% |
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