+19.8%
HD vs USAR
-20.3%
+40.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.9% |
| 7D | -0.5% | +8.8% | -9.2% | -0.4% |
| 30D | +18.5% | -28.5% | +46.9% | +18.4% |
| 3M | +2.2% | -56.2% | +58.3% | +2.0% |
| 6M | +13.8% | -68.4% | +82.3% | +13.5% |
| YTD | +3.4% | -32.2% | +35.6% | +4.0% |
| 1Y | -3.5% | -52.3% | +48.8% | -3.2% |
| 3Y | +29.0% | -21.2% | +50.2% | +31.0% |
| All | +19.8% | -20.3% | +40.0% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling