+753.7%
USB vs HBM
+613.3%
+140.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | +1.4% | -6.4% | +7.8% | +2.7% |
| 30D | -1.3% | +5.9% | -7.2% | -2.6% |
| 3M | +15.2% | -8.9% | +24.1% | +15.7% |
| 6M | +18.8% | +10.7% | +8.2% | +13.9% |
| YTD | +21.0% | +38.3% | -17.3% | +10.1% |
| 1Y | +34.0% | +121.3% | -87.3% | +10.5% |
| 3Y | +95.3% | +450.6% | -355.3% | +29.9% |
| 5Y | +40.4% | +338.0% | -297.6% | -7.4% |
| 10Y | +107.3% | +578.6% | -471.3% | +5.1% |
| All | +753.7% | +613.3% | +140.3% | +98.7% |
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