+59.3%
USAR vs PH
+144.9%
-85.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.7% |
| 7D | -9.3% | -3.1% | -6.2% | -8.8% |
| 30D | -15.2% | -11.8% | -3.4% | -13.4% |
| 3M | -21.1% | +6.9% | -28.0% | -21.6% |
| 6M | -21.6% | -1.3% | -20.3% | -21.6% |
| YTD | +34.8% | +7.0% | +27.8% | +34.3% |
| 1Y | +15.6% | +23.1% | -7.5% | +15.2% |
| 3Y | +57.7% | +135.4% | -77.7% | +59.8% |
| All | +59.3% | +144.9% | -85.6% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling