-19.9%
USAR vs HBM
+317.2%
-337.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.8% |
| 7D | +8.8% | +5.1% | +3.7% | +7.0% |
| 30D | -28.5% | -15.8% | -12.6% | -23.5% |
| 3M | -56.2% | -22.4% | -33.8% | -51.8% |
| 6M | -68.4% | -20.2% | -48.2% | -65.4% |
| YTD | -32.2% | +9.0% | -41.2% | -29.1% |
| 1Y | -52.3% | +27.4% | -79.7% | -50.7% |
| 3Y | -21.2% | +424.2% | -445.4% | -19.6% |
| All | -19.9% | +317.2% | -337.0% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling