+1,135.8%
URI vs HAS
+97.5%
+1,038.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +6.7% | +1.4% | +5.3% | +6.1% |
| 30D | +8.9% | +26.3% | -17.4% | -3.0% |
| 3M | +0.5% | +25.6% | -25.1% | -10.3% |
| 6M | +20.7% | +30.3% | -9.6% | +4.5% |
| YTD | +40.0% | +50.4% | -10.3% | +12.6% |
| 1Y | +34.4% | +57.7% | -23.3% | +5.5% |
| 3Y | +149.5% | +213.4% | -63.9% | +34.6% |
| 5Y | +205.6% | +49.1% | +156.5% | +134.4% |
| All | +1,135.8% | +97.5% | +1,038.3% | +720.6% |
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