-20.3%
USAR vs HIG
+96.1%
-116.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.3% |
| 7D | -0.8% | +2.6% | -3.4% | +0.7% |
| 30D | -20.9% | +4.2% | -25.1% | -18.7% |
| 3M | -56.2% | +0.2% | -56.4% | -55.6% |
| 6M | -67.9% | +4.6% | -72.5% | -66.5% |
| YTD | -31.4% | +1.1% | -32.5% | -29.2% |
| 1Y | -45.1% | +4.7% | -49.7% | -42.5% |
| 3Y | -20.3% | +95.5% | -115.8% | -11.9% |
| All | -20.3% | +96.1% | -116.4% | -11.9% |
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