+250.1%
HL vs USAR
+74.5%
+175.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +7.1% | +2.3% | +4.7% | +6.9% |
| 30D | +21.4% | -8.6% | +30.1% | +22.3% |
| 3M | +37.4% | -20.5% | +57.9% | +39.4% |
| 6M | +0.4% | +1.2% | -0.8% | +0.2% |
| YTD | +6.7% | +48.4% | -41.7% | +6.0% |
| 1Y | +102.4% | +30.6% | +71.7% | +101.6% |
| 3Y | +417.4% | +73.6% | +343.8% | +449.1% |
| All | +250.1% | +74.5% | +175.6% | +292.6% |
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 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