+4.5%
HAL vs USHY
+49.7%
-45.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -1.6% |
| 7D | -3.3% | -0.7% | -2.5% | -1.4% |
| 30D | +7.2% | -0.5% | +7.8% | +8.6% |
| 3M | -8.8% | +0.5% | -9.3% | -10.1% |
| 6M | +3.0% | +1.5% | +1.5% | -1.3% |
| YTD | +29.4% | +1.7% | +27.7% | +23.3% |
| 1Y | +62.8% | +3.5% | +59.3% | +48.4% |
| 3Y | -6.4% | +27.2% | -33.6% | -48.4% |
| 5Y | +103.6% | +21.0% | +82.6% | +31.5% |
| All | +4.5% | +49.7% | -45.2% | -49.7% |
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