+22.0%
USB vs HBM
+205.9%
-183.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +0.6% |
| 30D | +5.8% | -19.2% | +25.0% | +9.3% |
| 3M | -6.0% | -20.5% | +14.5% | -3.1% |
| 6M | +7.8% | -12.8% | +20.6% | +7.7% |
| YTD | +14.6% | +5.4% | +9.2% | +8.6% |
| 1Y | +31.8% | +33.0% | -1.2% | +19.0% |
| 3Y | +91.5% | +357.3% | -265.8% | +26.2% |
| All | +22.0% | +205.9% | -183.9% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling