+41.2%
USB vs HWM
+743.6%
-702.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | -1.3% | -11.0% | +9.7% | +2.9% |
| 3M | +15.2% | +4.0% | +11.2% | +12.7% |
| 6M | +18.8% | -0.2% | +19.1% | +17.4% |
| YTD | +21.0% | +26.7% | -5.6% | +8.0% |
| 1Y | +34.0% | +44.7% | -10.7% | +12.6% |
| 3Y | +95.3% | +426.1% | -330.8% | -14.9% |
| All | +41.2% | +743.6% | -702.4% | -51.6% |
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 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