-17.9%
USAR vs PH
+155.0%
-172.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.2% |
| 7D | +0.8% | +6.9% | -6.1% | -0.6% |
| 30D | -30.1% | +1.7% | -31.7% | -30.3% |
| 3M | -56.3% | -8.1% | -48.1% | -55.7% |
| 6M | -68.6% | +11.5% | -80.1% | -69.0% |
| YTD | -30.5% | +11.4% | -41.9% | -31.3% |
| 1Y | -53.5% | +14.1% | -67.6% | -54.0% |
| 3Y | -19.3% | +138.2% | -157.5% | -18.8% |
| All | -17.9% | +155.0% | -172.9% | -17.5% |
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