+30.3%
HD vs USB
+94.5%
-64.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +5.7% |
| 7D | +11.9% | +2.4% | +9.5% | +10.9% |
| 30D | +26.4% | +6.6% | +19.9% | +23.3% |
| 3M | +2.8% | -4.1% | +6.9% | +4.5% |
| 6M | +15.5% | +12.5% | +3.0% | +9.9% |
| YTD | +5.5% | +17.6% | -12.1% | -1.7% |
| 1Y | -4.6% | +36.5% | -41.1% | -16.4% |
| All | +30.3% | +94.5% | -64.2% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling