+1,857.3%
UMC vs HAS
+54.3%
+1,803.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +13.6% | -4.8% | +18.5% | +15.0% |
| 30D | +20.8% | -5.1% | +25.9% | +22.2% |
| 3M | +16.1% | +6.4% | +9.8% | +13.8% |
| 6M | +137.3% | -5.6% | +142.9% | +138.8% |
| YTD | +193.8% | +11.0% | +182.8% | +182.5% |
| 1Y | +236.1% | +16.8% | +219.3% | +218.2% |
| 3Y | +267.1% | +44.0% | +223.1% | +220.9% |
| 5Y | +145.3% | +11.0% | +134.3% | +125.5% |
| 10Y | +1,857.3% | +56.0% | +1,801.3% | +1,584.0% |
| All | +1,857.3% | +54.3% | +1,803.1% | +1,584.0% |
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