+129.8%
UMC vs HAS
+204.3%
-74.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.2% |
| 7D | -9.2% | +2.2% | -11.3% | -9.4% |
| 30D | -35.1% | +29.6% | -64.7% | -37.8% |
| 3M | -20.5% | +30.3% | -50.7% | -23.8% |
| 6M | -1.7% | +25.6% | -27.4% | -5.6% |
| YTD | +92.8% | +50.8% | +42.0% | +77.2% |
| 1Y | +104.5% | +63.0% | +41.5% | +84.2% |
| 3Y | +129.8% | +211.6% | -81.7% | +72.9% |
| All | +129.8% | +204.3% | -74.4% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling