+32.4%
USB vs HIG
+6.5%
+25.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -0.5% | -0.7% | +0.1% | -0.3% |
| 30D | +5.7% | +5.4% | +0.3% | +3.8% |
| 3M | -4.7% | -0.9% | -3.8% | -4.3% |
| 6M | +13.4% | +4.8% | +8.6% | +10.7% |
| YTD | +17.0% | +0.9% | +16.1% | +16.4% |
| 1Y | +32.4% | +6.5% | +25.9% | +31.5% |
| All | +32.4% | +6.5% | +25.9% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling