+11.2%
HL vs USB
+8,119.9%
-8,108.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.4% |
| 30D | -15.5% | +4.3% | -19.8% | -16.2% |
| 3M | -12.6% | -6.1% | -6.5% | -11.4% |
| 6M | -15.2% | +9.4% | -24.6% | -17.0% |
| YTD | -24.7% | +15.2% | -39.8% | -27.0% |
| 1Y | +19.4% | +32.8% | -13.3% | +12.2% |
| 3Y | +236.8% | +91.3% | +145.5% | +190.3% |
| 5Y | +146.5% | +22.7% | +123.9% | +129.2% |
| 10Y | +133.7% | +97.0% | +36.6% | +91.7% |
| All | +11.2% | +8,119.9% | -8,108.8% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling