+8.5%
HD vs USHY
+20.1%
-11.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.2% |
| 7D | -1.2% | -0.2% | -0.9% | -0.7% |
| 30D | +20.9% | +0.5% | +20.4% | +19.9% |
| 3M | -0.2% | -1.2% | +1.0% | +2.1% |
| 6M | +14.5% | -0.1% | +14.6% | +15.0% |
| YTD | +4.3% | +1.1% | +3.2% | +2.7% |
| 1Y | -3.5% | +2.0% | -5.5% | -6.4% |
| 3Y | +30.1% | +25.8% | +4.3% | -10.4% |
| 5Y | +8.5% | +20.4% | -11.9% | -15.7% |
| All | +8.5% | +20.1% | -11.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling