+260.9%
HD vs USB
+93.8%
+167.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -0.8% |
| 7D | +6.4% | -1.5% | +7.8% | +7.0% |
| 30D | +22.1% | +4.3% | +17.8% | +20.2% |
| 3M | -0.2% | -6.1% | +5.9% | +2.2% |
| 6M | +12.6% | +9.4% | +3.2% | +8.7% |
| YTD | +3.9% | +15.2% | -11.3% | -1.8% |
| 1Y | -3.7% | +32.8% | -36.5% | -13.8% |
| 3Y | +27.9% | +91.3% | -63.4% | -1.7% |
| 5Y | +7.8% | +22.7% | -14.8% | -4.6% |
| All | +260.9% | +93.8% | +167.1% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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