+1,340.7%
URI vs HAS
+101.4%
+1,239.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.4% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | +1.7% | +31.0% | -29.3% | -11.0% |
| 3M | -9.1% | +30.7% | -39.7% | -20.6% |
| 6M | +9.9% | +23.9% | -14.0% | -2.6% |
| YTD | +31.2% | +48.3% | -17.1% | +6.1% |
| 1Y | +25.9% | +60.2% | -34.3% | -2.1% |
| 3Y | +147.4% | +189.2% | -41.8% | +38.6% |
| 5Y | +179.7% | +50.4% | +129.3% | +113.1% |
| All | +1,340.7% | +101.4% | +1,239.3% | +844.2% |
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