+36.2%
HLT vs USB
+33.5%
+2.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.3% |
| 7D | +2.3% | +0.8% | +1.6% | +2.0% |
| 30D | +14.3% | +6.8% | +7.5% | +11.5% |
| 3M | +17.6% | -3.8% | +21.4% | +19.0% |
| 6M | +17.9% | +11.7% | +6.2% | +11.6% |
| YTD | +30.1% | +17.5% | +12.6% | +19.2% |
| All | +36.2% | +33.5% | +2.7% | +15.5% |
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