+92.7%
USB vs HAS
+102.4%
-9.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | +4.3% | +31.3% | -27.0% | -5.5% |
| 3M | -6.1% | +32.1% | -38.2% | -15.2% |
| 6M | +9.4% | +28.1% | -18.7% | -0.8% |
| YTD | +15.2% | +49.1% | -33.9% | -1.7% |
| 1Y | +32.8% | +60.5% | -27.8% | +10.3% |
| 3Y | +91.3% | +183.9% | -92.6% | +25.6% |
| 5Y | +22.7% | +51.2% | -28.6% | -1.2% |
| All | +92.7% | +102.4% | -9.7% | +37.3% |
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