+124.2%
HL vs USAR
-19.4%
+143.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.0% |
| 7D | -11.1% | -0.8% | -10.3% | -11.0% |
| 30D | -12.1% | -20.9% | +8.8% | -10.2% |
| 3M | -26.1% | -56.2% | +30.1% | -20.5% |
| 6M | -37.7% | -67.9% | +30.2% | -31.7% |
| YTD | -31.7% | -31.4% | -0.3% | -27.3% |
| 1Y | -11.6% | -45.1% | +33.4% | -5.5% |
| 3Y | +249.6% | -20.3% | +270.0% | +292.0% |
| All | +124.2% | -19.4% | +143.5% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling