+84.9%
USB vs HIG
+268.7%
-183.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.7% |
| 7D | +1.4% | +2.1% | -0.7% | +0.1% |
| 30D | +6.4% | +6.7% | -0.3% | +2.2% |
| 3M | -4.5% | -1.9% | -2.5% | -3.6% |
| 6M | +11.4% | +5.3% | +6.0% | +7.0% |
| YTD | +17.1% | +1.3% | +15.8% | +15.0% |
| 1Y | +32.6% | +7.2% | +25.4% | +25.5% |
| 3Y | +101.8% | +96.6% | +5.2% | +28.6% |
| 5Y | +25.1% | +110.0% | -84.9% | -23.1% |
| 10Y | +84.9% | +268.4% | -183.5% | -16.2% |
| All | +84.9% | +268.7% | -183.8% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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