+132.6%
HL vs USB
+92.8%
+39.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +8.9% | 0.0% | +8.9% | +9.0% |
| 30D | -10.1% | +5.8% | -15.9% | -11.6% |
| 3M | -7.0% | -6.0% | -1.1% | -5.2% |
| 6M | -18.8% | +7.8% | -26.5% | -20.8% |
| YTD | -23.1% | +14.6% | -37.7% | -26.5% |
| 1Y | +8.9% | +31.8% | -22.9% | -0.3% |
| 3Y | +255.0% | +91.5% | +163.5% | +185.8% |
| 5Y | +151.5% | +22.0% | +129.4% | +124.3% |
| All | +132.6% | +92.8% | +39.8% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling