+164.7%
HLT vs USB
+25.1%
+139.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +0.7% | +2.6% | -1.9% | -0.3% |
| 30D | +13.7% | +8.4% | +5.3% | +10.1% |
| 3M | +16.3% | -5.5% | +21.9% | +18.9% |
| 6M | +19.9% | +17.7% | +2.2% | +11.6% |
| YTD | +30.1% | +17.6% | +12.5% | +20.9% |
| 1Y | +38.5% | +33.9% | +4.6% | +21.9% |
| 3Y | +131.0% | +103.8% | +27.2% | +69.1% |
| All | +164.7% | +25.1% | +139.6% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling