+133.9%
HL vs USB
+35.1%
+98.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | +1.4% | 0.0% | +0.9% |
| 30D | +25.1% | -1.3% | +26.4% | +25.2% |
| 3M | +22.9% | +15.2% | +7.7% | +14.8% |
| 6M | -4.9% | +18.8% | -23.7% | -13.2% |
| YTD | +7.8% | +21.0% | -13.2% | -1.0% |
| 1Y | +133.9% | +34.0% | +99.9% | +103.8% |
| All | +133.9% | +35.1% | +98.7% | +103.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling