+146.5%
HL vs USB
+22.2%
+124.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.6% |
| 7D | 0.0% | -1.5% | +1.5% | +0.7% |
| 30D | -15.5% | +4.3% | -19.8% | -16.7% |
| 3M | -12.6% | -6.1% | -6.5% | -10.7% |
| 6M | -15.2% | +9.4% | -24.6% | -18.1% |
| YTD | -24.7% | +15.2% | -39.8% | -28.5% |
| 1Y | +19.4% | +32.8% | -13.3% | +8.2% |
| 3Y | +236.8% | +91.3% | +145.5% | +165.1% |
| 5Y | +146.5% | +22.7% | +123.9% | +89.1% |
| All | +146.5% | +22.2% | +124.3% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling