-5.2%
HAL vs USAR
-18.3%
+13.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | +3.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.2% |
| 30D | +1.0% | -30.1% | +31.1% | +1.2% |
| 3M | -2.1% | -56.3% | +54.2% | -1.7% |
| 6M | -17.5% | -68.6% | +51.1% | -16.9% |
| YTD | +18.1% | -30.5% | +48.7% | +18.6% |
| 1Y | +19.7% | -53.5% | +73.2% | +19.9% |
| 3Y | -7.9% | -19.3% | +11.4% | -0.1% |
| All | -5.2% | -18.3% | +13.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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