+148.8%
UMC vs HAS
+2,103.2%
-1,954.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | -8.3% | +3.3% | -11.6% | -9.4% |
| 30D | -34.5% | +30.5% | -65.0% | -41.7% |
| 3M | -20.0% | +29.9% | -49.8% | -28.9% |
| 6M | -0.7% | +26.5% | -27.3% | -11.6% |
| YTD | +94.7% | +51.9% | +42.8% | +58.5% |
| 1Y | +106.0% | +60.9% | +45.1% | +63.2% |
| 3Y | +124.3% | +215.0% | -90.7% | +26.3% |
| 5Y | +78.0% | +51.5% | +26.5% | +35.8% |
| 10Y | +1,225.9% | +102.2% | +1,123.7% | +648.0% |
| All | +148.8% | +2,103.2% | -1,954.4% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling