+701.1%
HLT vs USB
+94.3%
+606.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.4% |
| 7D | +2.3% | +0.8% | +1.6% | +2.0% |
| 30D | +14.3% | +6.8% | +7.5% | +10.8% |
| 3M | +17.6% | -3.8% | +21.4% | +19.5% |
| 6M | +17.9% | +11.7% | +6.2% | +11.2% |
| YTD | +30.1% | +17.5% | +12.6% | +19.5% |
| 1Y | +36.8% | +33.8% | +3.1% | +18.1% |
| 3Y | +137.6% | +104.2% | +33.3% | +63.4% |
| 5Y | +154.9% | +26.4% | +128.5% | +117.4% |
| 10Y | +701.1% | +89.2% | +611.9% | +450.6% |
| All | +701.1% | +94.3% | +606.8% | +450.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling