+22.7%
USB vs HWM
+538.5%
-515.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | 0.0% |
| 7D | -1.5% | -2.4% | +1.0% | -0.9% |
| 30D | +4.3% | -13.3% | +17.5% | +9.1% |
| 3M | -6.1% | -31.0% | +25.0% | +6.5% |
| 6M | +9.4% | -17.1% | +26.5% | +14.6% |
| YTD | +15.2% | -1.9% | +17.0% | +11.6% |
| 1Y | +32.8% | -2.4% | +35.2% | +28.7% |
| 3Y | +91.3% | +322.2% | -230.9% | -12.6% |
| 5Y | +22.7% | +509.8% | -487.2% | -53.8% |
| All | +22.7% | +538.5% | -515.9% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling