+130.2%
UMC vs HAS
+12.9%
+117.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +5.0% | -1.8% | +6.8% | +5.5% |
| 30D | +7.7% | +2.3% | +5.4% | +6.8% |
| 3M | +1.7% | +10.4% | -8.7% | -2.1% |
| 6M | +113.9% | -3.2% | +117.2% | +114.1% |
| YTD | +168.9% | +15.4% | +153.5% | +152.0% |
| 1Y | +207.2% | +18.8% | +188.4% | +183.9% |
| 3Y | +227.7% | +43.9% | +183.8% | +178.0% |
| All | +130.2% | +12.9% | +117.3% | +126.5% |
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