+67.7%
USAR vs HBM
+506.5%
-438.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.2% |
| 7D | -4.4% | +5.5% | -9.9% | -6.3% |
| 30D | -10.4% | +3.3% | -13.7% | -11.4% |
| 3M | -18.4% | +12.7% | -31.0% | -21.7% |
| 6M | -8.8% | +28.2% | -37.0% | -14.3% |
| YTD | +43.4% | +45.3% | -1.9% | +34.5% |
| 1Y | +21.0% | +121.7% | -100.7% | +11.7% |
| All | +67.7% | +506.5% | -438.8% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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