+245.3%
UNH vs HAS
+54.3%
+191.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.7% |
| 7D | -1.7% | -4.8% | +3.2% | -0.8% |
| 30D | -3.8% | -5.1% | +1.3% | -3.0% |
| 3M | -4.3% | +6.4% | -10.7% | -5.5% |
| 6M | +38.6% | -5.6% | +44.3% | +39.4% |
| YTD | +20.7% | +11.0% | +9.7% | +17.4% |
| 1Y | +16.0% | +16.8% | -0.8% | +11.8% |
| 3Y | -13.5% | +44.0% | -57.5% | -21.3% |
| 5Y | +3.5% | +11.0% | -7.5% | -1.1% |
| 10Y | +245.3% | +56.0% | +189.3% | +185.2% |
| All | +245.3% | +54.3% | +191.1% | +185.2% |
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 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