+138.7%
HLT vs USB
+89.5%
+49.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +3.8% | 0.0% | +3.8% | +3.8% |
| 30D | +15.6% | +5.8% | +9.7% | +12.9% |
| 3M | +15.1% | -6.0% | +21.1% | +17.9% |
| 6M | +15.3% | +7.8% | +7.6% | +11.1% |
| YTD | +29.1% | +14.6% | +14.6% | +20.8% |
| 1Y | +39.9% | +31.8% | +8.1% | +23.2% |
| 3Y | +138.7% | +91.5% | +47.2% | +87.4% |
| All | +138.7% | +89.5% | +49.3% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling