+729.8%
USB vs HBM
+478.0%
+251.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.2% |
| 7D | +2.4% | -5.8% | +8.2% | +3.5% |
| 30D | +6.6% | -18.5% | +25.1% | +10.4% |
| 3M | -4.1% | -10.3% | +6.2% | -2.9% |
| 6M | +12.5% | +2.1% | +10.4% | +9.4% |
| YTD | +17.6% | +12.0% | +5.6% | +10.7% |
| 1Y | +36.5% | +49.8% | -13.3% | +21.2% |
| 3Y | +95.4% | +377.6% | -282.2% | +32.9% |
| 5Y | +26.1% | +231.8% | -205.7% | -12.5% |
| 10Y | +101.3% | +417.6% | -316.4% | +7.2% |
| All | +729.8% | +478.0% | +251.8% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling