+74.9%
USAR vs HUBB
+45.8%
+29.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | +0.5% | -2.7% | -2.3% |
| 30D | +2.6% | -10.0% | +12.6% | +6.4% |
| 3M | -35.0% | -4.8% | -30.3% | -33.5% |
| 6M | -6.9% | -5.6% | -1.3% | -5.3% |
| YTD | +48.0% | +4.7% | +43.3% | +48.1% |
| 1Y | +24.8% | +6.7% | +18.1% | +25.1% |
| 3Y | +73.2% | +45.8% | +27.5% | +71.8% |
| All | +74.9% | +45.8% | +29.1% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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