+25.0%
HL vs USAR
-49.3%
+74.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -5.9% | +19.0% | +14.8% |
| 7D | +0.2% | -21.8% | +22.0% | +7.1% |
| 30D | -12.1% | -39.9% | +27.8% | +0.7% |
| 3M | -2.8% | -52.5% | +49.7% | +17.9% |
| 6M | -14.9% | -67.9% | +53.0% | +12.6% |
| YTD | -22.0% | -31.1% | +9.0% | -9.5% |
| 1Y | +25.0% | -49.8% | +74.8% | +54.6% |
| All | +25.0% | -49.3% | +74.3% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling