+2,226.8%
USB vs HIG
+991.9%
+1,235.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -1.5% | +3.8% | -5.3% | -2.7% |
| 30D | +4.3% | +8.1% | -3.8% | +1.6% |
| 3M | -6.1% | -4.1% | -2.0% | -4.8% |
| 6M | +9.4% | +3.1% | +6.3% | +7.9% |
| YTD | +15.2% | +0.8% | +14.3% | +14.4% |
| 1Y | +32.8% | +8.8% | +23.9% | +28.5% |
| 3Y | +91.3% | +95.2% | -3.9% | +51.6% |
| 5Y | +22.7% | +110.8% | -88.2% | -4.4% |
| 10Y | +97.0% | +292.6% | -195.5% | +24.0% |
| All | +2,226.8% | +991.9% | +1,235.0% | +595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling