+105.3%
HAL vs USB
+40.0%
+65.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.2% |
| 30D | +17.0% | -1.3% | +18.3% | +17.7% |
| 3M | -9.7% | +15.2% | -24.9% | -16.6% |
| 6M | +8.6% | +18.8% | -10.2% | -1.9% |
| YTD | +33.0% | +21.0% | +12.0% | +18.5% |
| 1Y | +68.3% | +34.0% | +34.3% | +41.5% |
| 3Y | +0.1% | +95.3% | -95.2% | -32.4% |
| All | +105.3% | +40.0% | +65.2% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling