+74.0%
UMC vs HAS
+51.1%
+22.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.0% |
| 7D | -9.2% | +2.2% | -11.3% | -9.6% |
| 30D | -35.1% | +29.6% | -64.7% | -40.0% |
| 3M | -20.5% | +30.3% | -50.7% | -26.7% |
| 6M | -1.7% | +25.6% | -27.4% | -9.0% |
| YTD | +92.8% | +50.8% | +42.0% | +66.5% |
| 1Y | +104.5% | +63.0% | +41.5% | +71.5% |
| 3Y | +129.8% | +211.6% | -81.7% | +42.3% |
| 5Y | +74.0% | +50.4% | +23.6% | +57.9% |
| All | +74.0% | +51.1% | +22.9% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling