-19.0%
USAR vs HDB
-21.7%
+2.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.9% |
| 30D | -20.9% | +14.1% | -35.1% | -21.3% |
| 3M | -56.2% | +11.8% | -68.0% | -56.2% |
| 6M | -67.9% | +8.2% | -76.1% | -67.9% |
| YTD | -31.4% | -29.3% | -2.1% | -34.7% |
| 1Y | -45.1% | -28.8% | -16.3% | -47.7% |
| 3Y | -20.3% | -7.5% | -12.8% | -23.0% |
| All | -19.0% | -21.7% | +2.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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