+96.6%
USB vs HAS
+187.7%
-91.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.0% |
| 7D | +2.4% | +2.4% | 0.0% | +1.6% |
| 30D | +6.6% | +31.6% | -25.0% | -2.3% |
| 3M | -4.1% | +33.9% | -37.9% | -12.6% |
| 6M | +12.5% | +31.4% | -18.9% | +2.5% |
| YTD | +17.6% | +51.6% | -34.0% | +1.4% |
| 1Y | +36.5% | +65.2% | -28.7% | +14.2% |
| All | +96.6% | +187.7% | -91.1% | +22.7% |
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