+98.9%
USB vs HWM
+1,213.0%
-1,114.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.3% | +6.2% | +3.6% |
| 7D | +2.4% | +9.4% | -7.0% | -1.5% |
| 30D | +6.6% | -7.0% | +13.5% | +9.0% |
| 3M | -4.1% | -25.9% | +21.8% | +6.7% |
| 6M | +12.5% | -10.8% | +23.3% | +15.2% |
| YTD | +17.6% | +4.3% | +13.3% | +12.0% |
| 1Y | +36.5% | +4.4% | +32.1% | +29.7% |
| 3Y | +95.4% | +348.8% | -253.4% | -4.3% |
| 5Y | +26.1% | +598.5% | -572.3% | -49.3% |
| 10Y | +101.3% | +1,551.7% | -1,450.4% | -42.9% |
| All | +98.9% | +1,213.0% | -1,114.2% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling