-18.6%
HAL vs USB
+92.8%
-111.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.1% |
| 7D | -12.0% | 0.0% | -12.0% | -12.1% |
| 30D | +0.3% | +5.8% | -5.6% | -4.2% |
| 3M | -1.6% | -6.0% | +4.4% | +2.5% |
| 6M | -20.5% | +7.8% | -28.3% | -26.2% |
| YTD | +14.2% | +14.6% | -0.4% | -0.2% |
| 1Y | +18.9% | +31.8% | -12.9% | -7.2% |
| 3Y | -13.7% | +91.5% | -105.3% | -52.3% |
| 5Y | +42.2% | +22.0% | +20.1% | +9.5% |
| All | -18.6% | +92.8% | -111.4% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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