+59.1%
HL vs USB
+8,537.0%
-8,477.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | +1.4% | 0.0% | +1.2% |
| 30D | +25.1% | -1.3% | +26.4% | +25.3% |
| 3M | +22.9% | +15.2% | +7.7% | +18.9% |
| 6M | -4.9% | +18.8% | -23.7% | -8.6% |
| YTD | +7.8% | +21.0% | -13.2% | +3.2% |
| 1Y | +133.9% | +34.0% | +99.9% | +118.7% |
| 3Y | +380.9% | +95.3% | +285.6% | +311.6% |
| 5Y | +230.2% | +40.4% | +189.8% | +198.1% |
| 10Y | +265.6% | +107.3% | +158.3% | +196.3% |
| All | +59.1% | +8,537.0% | -8,477.9% | +1.0% |
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