-19.0%
USAR vs HRB
+72.6%
-91.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +0.8% |
| 7D | -0.8% | -5.1% | +4.3% | -1.8% |
| 30D | -20.9% | +8.7% | -29.6% | -19.6% |
| 3M | -56.2% | -5.4% | -50.8% | -56.4% |
| 6M | -67.9% | +41.6% | -109.5% | -65.6% |
| YTD | -31.4% | +18.7% | -50.1% | -26.0% |
| 1Y | -45.1% | +16.4% | -61.5% | -40.7% |
| 3Y | -20.3% | +22.0% | -42.3% | -12.6% |
| All | -19.0% | +72.6% | -91.5% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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