-18.3%
USAR vs HAS
+112.5%
-130.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.5% | +11.4% | +10.9% |
| 7D | -14.5% | -0.2% | -14.3% | -14.5% |
| 30D | -37.8% | +31.0% | -68.9% | -39.7% |
| 3M | -52.8% | +30.7% | -83.4% | -54.2% |
| 6M | -71.2% | +23.9% | -95.1% | -72.0% |
| YTD | -30.9% | +48.3% | -79.2% | -34.3% |
| 1Y | -48.0% | +60.2% | -108.2% | -51.0% |
| 3Y | -19.7% | +189.2% | -208.9% | -27.4% |
| All | -18.3% | +112.5% | -130.8% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling