+83.6%
USB vs HBM
+274.8%
-191.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | -0.5% | -1.3% | +0.7% | -0.4% |
| 30D | +5.7% | -14.8% | +20.5% | +8.4% |
| 3M | -4.7% | -20.7% | +16.0% | -1.5% |
| 6M | +13.4% | -13.9% | +27.3% | +13.9% |
| YTD | +17.0% | +10.6% | +6.4% | +10.3% |
| 1Y | +32.4% | +32.4% | 0.0% | +20.4% |
| 3Y | +101.7% | +432.0% | -330.3% | +34.3% |
| 5Y | +24.4% | +205.5% | -181.0% | -12.3% |
| 10Y | +83.6% | +291.1% | -207.5% | +0.6% |
| All | +83.6% | +274.8% | -191.2% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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