-4.6%
HD vs USAR
-49.3%
+44.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.9% | +12.4% | +6.6% |
| 7D | +11.9% | -21.8% | +33.7% | +12.4% |
| 30D | +26.4% | -39.9% | +66.4% | +27.6% |
| 3M | +2.8% | -52.5% | +55.4% | +4.3% |
| 6M | +15.5% | -67.9% | +83.4% | +17.7% |
| YTD | +5.5% | -31.1% | +36.6% | +7.1% |
| 1Y | -4.6% | -49.8% | +45.2% | -3.4% |
| All | -4.6% | -49.3% | +44.7% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling