-4.6%
HD vs USHY
+1.9%
-6.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.9% | +4.6% |
| 7D | +11.9% | -0.2% | +12.1% | +12.5% |
| 30D | +26.4% | +0.7% | +25.7% | +23.6% |
| 3M | +2.8% | -2.2% | +5.0% | +10.4% |
| 6M | +15.5% | -0.9% | +16.3% | +18.9% |
| YTD | +5.5% | +0.2% | +5.4% | +5.8% |
| 1Y | -4.6% | +1.7% | -6.3% | -10.2% |
| All | -4.6% | +1.9% | -6.4% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling