+78.9%
HAS vs USHY
+47.9%
+31.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.6% |
| 7D | +2.0% | -0.2% | +2.2% | +2.4% |
| 30D | +30.9% | -0.1% | +31.0% | +31.2% |
| 3M | +28.8% | -1.7% | +30.5% | +32.9% |
| 6M | +32.3% | -0.6% | +33.0% | +33.7% |
| YTD | +54.7% | +0.5% | +54.1% | +53.2% |
| 1Y | +63.2% | +1.4% | +61.8% | +59.1% |
| 3Y | +220.7% | +25.1% | +195.6% | +120.7% |
| 5Y | +53.3% | +19.7% | +33.6% | +15.9% |
| All | +78.9% | +47.9% | +31.0% | +0.6% |
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