-33.7%
UPS vs HAS
+13.4%
-47.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -2.9% | -1.8% | -1.1% | -2.3% |
| 30D | -3.5% | +2.3% | -5.8% | -4.3% |
| 3M | -5.7% | +10.4% | -16.1% | -9.3% |
| 6M | -4.4% | -3.2% | -1.1% | -4.2% |
| YTD | +8.0% | +15.4% | -7.4% | +1.5% |
| 1Y | +29.0% | +18.8% | +10.2% | +19.9% |
| 3Y | -27.7% | +43.9% | -71.6% | -39.0% |
| All | -33.7% | +13.4% | -47.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling