+108.7%
USB vs HIG
+318.8%
-210.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -1.3% | -3.2% | +1.9% | +0.6% |
| 3M | +15.2% | +9.1% | +6.1% | +8.5% |
| 6M | +18.8% | -1.8% | +20.6% | +19.4% |
| YTD | +21.0% | +1.8% | +19.2% | +18.8% |
| 1Y | +34.0% | +4.6% | +29.5% | +29.0% |
| 3Y | +95.3% | +101.6% | -6.3% | +23.0% |
| 5Y | +40.4% | +124.5% | -84.1% | -16.8% |
| All | +108.7% | +318.8% | -210.1% | -9.1% |
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