+20.8%
HD vs USAR
-18.3%
+39.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | +0.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.1% |
| 30D | +20.9% | -30.1% | +51.0% | +20.8% |
| 3M | -0.2% | -56.3% | +56.1% | -0.3% |
| 6M | +14.5% | -68.6% | +83.1% | +14.2% |
| YTD | +4.3% | -30.5% | +34.9% | +5.0% |
| 1Y | -3.5% | -53.5% | +50.0% | -3.2% |
| 3Y | +30.1% | -19.3% | +49.4% | +32.1% |
| All | +20.8% | -18.3% | +39.1% | +22.8% |
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 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