-2.1%
HAL vs USHY
+48.0%
-50.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.4% |
| 7D | +6.1% | -0.4% | +6.5% | +7.2% |
| 30D | +2.9% | +0.6% | +2.3% | +1.3% |
| 3M | +3.3% | -2.0% | +5.3% | +8.5% |
| 6M | -16.9% | -0.5% | -16.4% | -16.1% |
| YTD | +21.2% | +0.6% | +20.6% | +18.6% |
| 1Y | +27.5% | +2.1% | +25.4% | +20.1% |
| 3Y | -6.4% | +25.3% | -31.8% | -46.4% |
| 5Y | +58.0% | +19.7% | +38.3% | +4.6% |
| All | -2.1% | +48.0% | -50.1% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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