+7.4%
HAL vs USHY
+50.7%
-43.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | +2.9% | -0.1% | +3.1% | +3.3% |
| 30D | +17.0% | +0.1% | +17.0% | +16.7% |
| 3M | -9.7% | +0.8% | -10.5% | -11.6% |
| 6M | +8.6% | +1.7% | +6.9% | +3.5% |
| YTD | +33.0% | +2.5% | +30.5% | +24.5% |
| 1Y | +68.3% | +4.4% | +63.9% | +50.3% |
| 3Y | +0.1% | +27.4% | -27.3% | -45.1% |
| 5Y | +102.6% | +21.7% | +80.9% | +29.0% |
| All | +7.4% | +50.7% | -43.3% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling