+49.3%
USAR vs AHR
+356.1%
-306.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -3.1% |
| 7D | -11.6% | -2.1% | -9.6% | -11.8% |
| 30D | -15.5% | +1.9% | -17.4% | -15.3% |
| 3M | -31.0% | +15.7% | -46.7% | -30.4% |
| 6M | -26.2% | +2.5% | -28.7% | -25.4% |
| YTD | +30.8% | +15.0% | +15.7% | +33.2% |
| 1Y | +7.1% | +28.1% | -21.0% | +9.2% |
| All | +49.3% | +356.1% | -306.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling