+1,179.9%
URI vs HAS
+56.4%
+1,123.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.1% |
| 30D | -12.9% | +2.3% | -15.2% | -14.0% |
| 3M | -6.7% | +10.4% | -17.1% | -11.9% |
| 6M | +19.0% | -3.2% | +22.2% | +19.6% |
| YTD | +25.5% | +15.4% | +10.1% | +15.0% |
| 1Y | +5.5% | +18.8% | -13.3% | -5.0% |
| 3Y | +111.3% | +43.9% | +67.4% | +66.9% |
| 5Y | +198.6% | +13.9% | +184.7% | +160.9% |
| All | +1,179.9% | +56.4% | +1,123.5% | +858.5% |
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