+73.9%
HAS vs USHY
+48.0%
+25.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +1.4% | -0.4% | +1.8% | +2.2% |
| 30D | +26.3% | +0.6% | +25.7% | +25.0% |
| 3M | +25.6% | -2.0% | +27.6% | +30.4% |
| 6M | +30.3% | -0.5% | +30.8% | +31.4% |
| YTD | +50.4% | +0.6% | +49.8% | +48.8% |
| 1Y | +57.7% | +2.1% | +55.6% | +51.9% |
| 3Y | +213.4% | +25.3% | +188.1% | +115.0% |
| 5Y | +49.1% | +19.7% | +29.3% | +12.6% |
| All | +73.9% | +48.0% | +25.9% | -2.3% |
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 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