-13.0%
USAR vs HAS
+116.1%
-129.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.7% | +4.8% | +6.3% |
| 7D | -1.1% | +2.2% | -3.2% | -1.3% |
| 30D | -30.3% | +29.6% | -59.8% | -32.3% |
| 3M | -54.7% | +30.3% | -85.0% | -56.0% |
| 6M | -67.5% | +25.6% | -93.1% | -68.4% |
| YTD | -26.4% | +50.8% | -77.2% | -30.2% |
| 1Y | -49.5% | +63.0% | -112.6% | -52.6% |
| 3Y | -14.5% | +211.6% | -226.0% | -22.8% |
| All | -13.0% | +116.1% | -129.1% | -21.4% |
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