+68.1%
HBAN vs USAR
+53.8%
+14.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.8% |
| 7D | -1.0% | -11.6% | +10.6% | -0.8% |
| 30D | -5.6% | -15.5% | +9.9% | -5.3% |
| 3M | -1.1% | -31.0% | +29.9% | -0.7% |
| 6M | +9.9% | -26.2% | +36.1% | +10.0% |
| YTD | -0.9% | +30.8% | -31.7% | -1.8% |
| 1Y | -1.4% | +7.1% | -8.5% | -1.7% |
| 3Y | +78.2% | +53.0% | +25.2% | +86.5% |
| All | +68.1% | +53.8% | +14.3% | +72.4% |
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