+92.7%
USB vs HWM
+1,434.7%
-1,342.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | +0.2% |
| 7D | -1.5% | -2.4% | +1.0% | -0.8% |
| 30D | +4.3% | -13.3% | +17.5% | +9.6% |
| 3M | -6.1% | -31.0% | +25.0% | +7.5% |
| 6M | +9.4% | -17.1% | +26.5% | +15.3% |
| YTD | +15.2% | -1.9% | +17.0% | +12.2% |
| 1Y | +32.8% | -2.4% | +35.2% | +29.5% |
| 3Y | +91.3% | +322.2% | -230.9% | -4.3% |
| 5Y | +22.7% | +509.8% | -487.2% | -48.0% |
| All | +92.7% | +1,434.7% | -1,342.0% | -44.8% |
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