+561.1%
HLT vs USB
+106.9%
+454.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | -2.4% | +2.1% | -4.5% | -3.4% |
| 30D | -4.1% | -2.3% | -1.8% | -3.1% |
| 3M | -10.6% | +13.9% | -24.4% | -16.2% |
| 6M | +2.0% | +21.6% | -19.5% | -7.4% |
| YTD | +6.1% | +19.3% | -13.2% | -3.1% |
| 1Y | +9.8% | +33.6% | -23.8% | -5.2% |
| 3Y | +99.0% | +97.7% | +1.3% | +38.4% |
| 5Y | +151.5% | +40.4% | +111.0% | +102.7% |
| 10Y | +561.1% | +105.9% | +455.2% | +328.2% |
| All | +561.1% | +106.9% | +454.2% | +328.2% |
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