+74.9%
USAR vs HBM
+429.1%
-354.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | -2.1% | -6.4% | +4.2% | +0.1% |
| 30D | +2.6% | +5.9% | -3.3% | +1.0% |
| 3M | -35.0% | -8.9% | -26.1% | -33.2% |
| 6M | -6.9% | +10.7% | -17.5% | -9.3% |
| YTD | +48.0% | +38.3% | +9.7% | +41.6% |
| 1Y | +24.8% | +121.3% | -96.5% | +17.3% |
| 3Y | +73.2% | +450.6% | -377.3% | +61.7% |
| All | +74.9% | +429.1% | -354.3% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling