+45.9%
HLT vs USB
+36.4%
+9.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.7% |
| 7D | +7.7% | +2.4% | +5.3% | +6.7% |
| 30D | +19.1% | +6.6% | +12.5% | +16.2% |
| 3M | +20.7% | -4.1% | +24.8% | +22.4% |
| 6M | +21.0% | +12.5% | +8.6% | +14.1% |
| YTD | +31.3% | +17.6% | +13.6% | +19.9% |
| 1Y | +45.9% | +36.5% | +9.4% | +20.4% |
| All | +45.9% | +36.4% | +9.4% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling