+804.7%
HLT vs USB
+141.9%
+662.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +15.1% | +5.7% | +9.4% | +12.0% |
| 3M | +19.8% | -4.7% | +24.5% | +22.5% |
| 6M | +19.6% | +13.4% | +6.2% | +11.7% |
| YTD | +31.4% | +17.0% | +14.4% | +20.6% |
| 1Y | +38.0% | +32.4% | +5.7% | +19.1% |
| 3Y | +134.7% | +101.7% | +33.0% | +60.2% |
| 5Y | +166.2% | +24.4% | +141.7% | +126.8% |
| 10Y | +705.6% | +83.6% | +622.0% | +422.9% |
| All | +804.7% | +141.9% | +662.8% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling