+120.4%
UMC vs HAS
+58.1%
+62.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | +11.2% | +1.4% | +9.8% | +11.3% |
| 30D | -28.0% | +26.3% | -54.3% | -27.1% |
| 3M | -20.5% | +25.6% | -46.1% | -19.2% |
| 6M | -1.6% | +30.3% | -31.8% | -0.7% |
| YTD | +99.4% | +50.4% | +49.0% | +113.4% |
| 1Y | +120.4% | +57.7% | +62.7% | +138.1% |
| All | +120.4% | +58.1% | +62.3% | +138.1% |
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