+9.8%
HLT vs USB
+33.0%
-23.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | -2.4% | +2.1% | -4.5% | -3.1% |
| 30D | -4.1% | -2.3% | -1.8% | -3.4% |
| 3M | -10.6% | +13.9% | -24.4% | -15.3% |
| 6M | +2.0% | +21.6% | -19.5% | -6.0% |
| YTD | +6.1% | +19.3% | -13.2% | -1.7% |
| 1Y | +9.8% | +33.6% | -23.8% | -4.7% |
| All | +9.8% | +33.0% | -23.2% | -4.7% |
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