+129.7%
HD vs USHY
+49.7%
+80.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +0.9% |
| 7D | -3.8% | -0.7% | -3.2% | -2.6% |
| 30D | -9.4% | -0.7% | -8.8% | -8.2% |
| 3M | -4.6% | +0.1% | -4.7% | -4.6% |
| 6M | -10.1% | +1.8% | -11.9% | -12.7% |
| YTD | -8.3% | +1.8% | -10.1% | -11.0% |
| 1Y | -25.0% | +3.3% | -28.3% | -29.2% |
| 3Y | +1.5% | +27.0% | -25.4% | -33.7% |
| 5Y | +5.6% | +21.0% | -15.4% | -23.2% |
| All | +129.7% | +49.7% | +80.0% | +17.8% |
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