+254.2%
HD vs USB
+92.8%
+161.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.3% | 0.0% | +4.3% | +4.4% |
| 30D | +20.2% | +5.8% | +14.4% | +17.8% |
| 3M | -1.0% | -6.0% | +5.0% | +1.3% |
| 6M | +7.9% | +7.8% | +0.1% | +4.8% |
| YTD | +2.0% | +14.6% | -12.6% | -3.5% |
| 1Y | -4.3% | +31.8% | -36.1% | -14.1% |
| 3Y | +25.9% | +91.5% | -65.6% | -3.2% |
| 5Y | +5.8% | +22.0% | -16.2% | -6.1% |
| All | +254.2% | +92.8% | +161.4% | +154.2% |
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