+144.6%
HL vs USB
+84.9%
+59.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.6% | -0.5% | -5.0% | -5.3% |
| 30D | -16.2% | +5.7% | -21.9% | -17.6% |
| 3M | -20.5% | -4.7% | -15.8% | -19.2% |
| 6M | -31.7% | +13.4% | -45.1% | -34.5% |
| YTD | -26.4% | +17.0% | -43.4% | -30.1% |
| 1Y | -4.3% | +32.4% | -36.7% | -12.6% |
| 3Y | +276.9% | +101.7% | +175.2% | +197.9% |
| 5Y | +124.1% | +24.4% | +99.6% | +98.5% |
| 10Y | +144.6% | +83.6% | +61.1% | +121.7% |
| All | +144.6% | +84.9% | +59.8% | +121.7% |
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