+69.4%
USAR vs INVH
-10.3%
+79.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -4.4% | -2.3% | -2.1% | -4.8% |
| 30D | -10.4% | -5.7% | -4.7% | -11.3% |
| 3M | -18.4% | -4.5% | -13.9% | -18.8% |
| 6M | -8.8% | +11.0% | -19.8% | -8.5% |
| YTD | +43.4% | +3.7% | +39.7% | +42.7% |
| 1Y | +21.0% | -2.8% | +23.8% | +20.6% |
| 3Y | +67.7% | -7.1% | +74.9% | +67.0% |
| All | +69.4% | -10.3% | +79.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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