+98.3%
USB vs HAS
+44.2%
+54.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -1.3% | +2.3% | -3.6% | -2.1% |
| 3M | +15.2% | +10.4% | +4.9% | +11.3% |
| 6M | +18.8% | -3.2% | +22.1% | +19.1% |
| YTD | +21.0% | +15.4% | +5.6% | +13.9% |
| 1Y | +34.0% | +18.8% | +15.2% | +24.7% |
| All | +98.3% | +44.2% | +54.1% | +70.9% |
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