-18.4%
HAL vs USB
+93.8%
-112.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -1.7% |
| 7D | -11.1% | -1.5% | -9.6% | -10.2% |
| 30D | -2.4% | +4.3% | -6.7% | -5.8% |
| 3M | +0.8% | -6.1% | +6.9% | +5.1% |
| 6M | -22.8% | +9.4% | -32.2% | -29.2% |
| YTD | +14.5% | +15.2% | -0.7% | -0.3% |
| 1Y | +20.2% | +32.8% | -12.6% | -6.7% |
| 3Y | -15.2% | +91.3% | -106.5% | -53.0% |
| 5Y | +42.5% | +22.7% | +19.9% | +9.4% |
| All | -18.4% | +93.8% | -112.2% | -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