+73.6%
USAR vs HIG
+100.1%
-26.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | -0.6% |
| 7D | +2.3% | -1.1% | +3.4% | +1.8% |
| 30D | -8.6% | -4.9% | -3.7% | -10.5% |
| 3M | -20.5% | +6.8% | -27.3% | -18.0% |
| 6M | +1.2% | -1.7% | +2.9% | +1.9% |
| YTD | +48.4% | -0.2% | +48.6% | +50.6% |
| 1Y | +30.6% | +5.7% | +24.9% | +35.2% |
| All | +73.6% | +100.1% | -26.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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