+676.7%
HLT vs USB
+82.2%
+594.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | +13.1% | +6.3% | +6.8% | +9.9% |
| 3M | +15.6% | -6.1% | +21.7% | +18.9% |
| 6M | +19.0% | +13.0% | +6.0% | +11.6% |
| YTD | +29.9% | +16.6% | +13.4% | +19.8% |
| 1Y | +35.9% | +31.1% | +4.8% | +18.4% |
| 3Y | +132.1% | +100.9% | +31.2% | +60.8% |
| 5Y | +163.4% | +24.5% | +138.9% | +126.4% |
| All | +676.7% | +82.2% | +594.4% | +435.6% |
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