+216.1%
UNH vs HAS
+97.5%
+118.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +3.4% | +1.4% | +2.0% | +3.1% |
| 30D | +3.0% | +26.3% | -23.3% | -1.4% |
| 3M | +2.7% | +25.6% | -22.9% | -1.6% |
| 6M | +2.8% | +30.3% | -27.5% | -2.4% |
| YTD | +25.9% | +50.4% | -24.5% | +15.8% |
| 1Y | +25.8% | +57.7% | -31.9% | +14.7% |
| 3Y | -20.0% | +213.4% | -233.4% | -38.0% |
| 5Y | -2.8% | +49.1% | -51.9% | -11.9% |
| All | +216.1% | +97.5% | +118.5% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling