+69.7%
HBAN vs USAR
+74.0%
-4.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.7% | -2.1% | +2.8% | +0.7% |
| 30D | -3.2% | +2.6% | -5.9% | -3.3% |
| 3M | +4.0% | -35.0% | +39.0% | +4.5% |
| 6M | +3.1% | -6.9% | +10.0% | +2.9% |
| YTD | 0.0% | +48.0% | -47.9% | -1.0% |
| 1Y | -1.2% | +24.8% | -26.0% | -1.7% |
| 3Y | +72.5% | +73.2% | -0.8% | +80.3% |
| All | +69.7% | +74.0% | -4.3% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling