+91.7%
USB vs HIG
+276.3%
-184.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | 0.0% | +1.1% | -1.1% | -0.7% |
| 30D | +5.8% | +5.6% | +0.3% | +2.3% |
| 3M | -6.0% | -6.9% | +0.9% | -2.0% |
| 6M | +7.8% | +1.3% | +6.5% | +6.1% |
| YTD | +14.6% | -1.5% | +16.0% | +14.5% |
| 1Y | +31.8% | +6.6% | +25.2% | +25.1% |
| 3Y | +91.5% | +91.2% | +0.3% | +24.1% |
| 5Y | +22.0% | +106.1% | -84.0% | -24.2% |
| All | +91.7% | +276.3% | -184.6% | -16.8% |
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