+92.5%
USB vs HAS
+182.9%
-90.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | +4.3% | +31.3% | -27.0% | -4.3% |
| 3M | -6.1% | +32.1% | -38.2% | -14.1% |
| 6M | +9.4% | +28.1% | -18.7% | +0.5% |
| YTD | +15.2% | +49.1% | -33.9% | -0.2% |
| 1Y | +32.8% | +60.5% | -27.8% | +12.1% |
| All | +92.5% | +182.9% | -90.4% | +20.7% |
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