-68.4%
USAR vs HIG
+4.1%
-72.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.7% |
| 7D | +8.8% | -0.1% | +8.9% | +9.2% |
| 30D | -28.5% | +4.4% | -32.8% | -22.5% |
| 3M | -56.2% | 0.0% | -56.2% | -55.5% |
| 6M | -68.4% | +3.8% | -72.2% | -65.0% |
| All | -68.4% | +4.1% | -72.5% | -65.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling