+8,200.6%
USB vs HAS
+4,759.6%
+3,441.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +1.1% |
| 7D | +2.4% | +2.4% | 0.0% | +1.7% |
| 30D | +6.6% | +31.6% | -25.0% | -1.4% |
| 3M | -4.1% | +33.9% | -37.9% | -11.8% |
| 6M | +12.5% | +31.4% | -18.9% | +3.4% |
| YTD | +17.6% | +51.6% | -34.0% | +3.6% |
| 1Y | +36.5% | +65.2% | -28.7% | +17.3% |
| 3Y | +95.4% | +188.7% | -93.3% | +41.5% |
| 5Y | +26.1% | +55.7% | -29.6% | +6.3% |
| 10Y | +101.3% | +108.8% | -7.5% | +50.1% |
| All | +8,200.6% | +4,759.6% | +3,441.0% | +3,215.8% |
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