+33.5%
HAS vs USHY
+50.7%
-17.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.6% |
| 30D | +2.3% | +0.1% | +2.2% | +2.1% |
| 3M | +10.4% | +0.8% | +9.5% | +8.7% |
| 6M | -3.2% | +1.7% | -5.0% | -6.2% |
| YTD | +15.4% | +2.5% | +12.9% | +10.4% |
| 1Y | +18.8% | +4.4% | +14.4% | +10.0% |
| 3Y | +43.9% | +27.4% | +16.6% | -4.2% |
| 5Y | +13.9% | +21.7% | -7.8% | -16.5% |
| All | +33.5% | +50.7% | -17.3% | -27.5% |
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