+36.2%
UPS vs HAS
+53.3%
-17.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | -2.1% | -3.1% | +1.0% | -1.2% |
| 30D | -2.3% | -2.7% | +0.4% | -1.6% |
| 3M | -5.2% | +8.9% | -14.1% | -7.9% |
| 6M | +1.4% | -2.9% | +4.3% | +1.5% |
| YTD | +6.1% | +12.6% | -6.5% | +1.6% |
| 1Y | +27.0% | +17.5% | +9.5% | +20.0% |
| 3Y | -25.9% | +46.2% | -72.1% | -35.7% |
| 5Y | -34.6% | +12.6% | -47.2% | -40.2% |
| 10Y | +36.2% | +55.7% | -19.5% | +15.8% |
| All | +36.2% | +53.3% | -17.1% | +15.8% |
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