+248.0%
HL vs USB
+90.4%
+157.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | 0.0% | -1.5% | +1.5% | +0.8% |
| 30D | -15.5% | +4.3% | -19.8% | -17.0% |
| 3M | -12.6% | -6.1% | -6.5% | -10.3% |
| 6M | -15.2% | +9.4% | -24.6% | -19.0% |
| YTD | -24.7% | +15.2% | -39.8% | -29.7% |
| 1Y | +19.4% | +32.8% | -13.3% | +4.9% |
| All | +248.0% | +90.4% | +157.6% | +98.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling