+205.5%
HD vs USB
+107.5%
+98.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.6% |
| 30D | -8.4% | -1.3% | -7.1% | -8.0% |
| 3M | +4.3% | +15.2% | -10.9% | -1.2% |
| 6M | -11.1% | +18.8% | -30.0% | -16.8% |
| YTD | -4.7% | +21.0% | -25.7% | -11.7% |
| 1Y | -19.8% | +34.0% | -53.8% | -28.6% |
| 3Y | +4.1% | +95.3% | -91.2% | -21.1% |
| 5Y | +10.3% | +40.4% | -30.1% | -7.6% |
| All | +205.5% | +107.5% | +98.0% | +97.2% |
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