+243.6%
UMC vs HAS
+1,573.5%
-1,329.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.8% |
| 7D | +5.0% | -1.8% | +6.8% | +5.7% |
| 30D | +7.7% | +2.3% | +5.4% | +6.6% |
| 3M | +1.7% | +10.4% | -8.7% | -3.2% |
| 6M | +113.9% | -3.2% | +117.2% | +113.8% |
| YTD | +168.9% | +15.4% | +153.5% | +147.6% |
| 1Y | +207.2% | +18.8% | +188.4% | +178.2% |
| 3Y | +227.7% | +43.9% | +183.8% | +160.4% |
| 5Y | +118.0% | +13.9% | +104.2% | +88.9% |
| 10Y | +1,682.1% | +56.4% | +1,625.7% | +1,022.4% |
| All | +243.6% | +1,573.5% | -1,329.9% | -46.2% |
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