+91.7%
USB vs HWM
+1,472.2%
-1,380.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.5% |
| 7D | 0.0% | +3.3% | -3.3% | -1.6% |
| 30D | +5.8% | -7.6% | +13.4% | +8.4% |
| 3M | -6.0% | -28.9% | +23.0% | +6.3% |
| 6M | +7.8% | -19.7% | +27.4% | +15.1% |
| YTD | +14.6% | +0.5% | +14.1% | +10.6% |
| 1Y | +31.8% | +0.3% | +31.5% | +27.1% |
| 3Y | +91.5% | +325.8% | -234.3% | -4.5% |
| 5Y | +22.0% | +524.7% | -502.7% | -48.8% |
| All | +91.7% | +1,472.2% | -1,380.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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