-21.2%
USAR vs HAS
+214.9%
-236.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | -2.1% |
| 7D | +8.8% | +1.6% | +7.1% | +8.5% |
| 30D | -28.5% | +26.6% | -55.1% | -30.6% |
| 3M | -56.2% | +29.0% | -85.1% | -57.6% |
| 6M | -68.4% | +30.6% | -99.0% | -69.6% |
| YTD | -32.2% | +51.5% | -83.7% | -36.2% |
| 1Y | -52.3% | +58.5% | -110.8% | -55.4% |
| All | -21.2% | +214.9% | -236.1% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling