+229.1%
UMC vs HAS
+18.8%
+210.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +11.4% | -3.1% | +14.4% | +11.6% |
| 30D | +16.8% | -6.4% | +23.2% | +17.4% |
| 3M | +19.1% | +10.4% | +8.7% | +17.1% |
| 6M | +137.4% | -3.7% | +141.1% | +136.3% |
| YTD | +186.4% | +12.5% | +173.9% | +184.5% |
| 1Y | +229.1% | +19.8% | +209.2% | +213.0% |
| All | +229.1% | +18.8% | +210.3% | +213.0% |
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