-22.7%
HD vs USHY
+4.1%
-26.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.5% |
| 7D | -1.8% | -0.1% | -1.7% | -1.4% |
| 30D | -10.8% | 0.0% | -10.8% | -10.7% |
| 3M | -2.7% | +0.8% | -3.5% | -4.8% |
| 6M | -10.3% | +1.9% | -12.2% | -14.6% |
| YTD | -7.8% | +2.3% | -10.1% | -12.8% |
| All | -22.7% | +4.1% | -26.8% | -29.6% |
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 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