+161.3%
HD vs USHY
+48.7%
+112.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 6M | +14.5% | -0.1% | +14.6% | +15.0% |
| YTD | +4.3% | +1.1% | +3.2% | +2.6% |
| 1Y | -3.5% | +2.0% | -5.5% | -6.5% |
| 3Y | +30.1% | +25.8% | +4.3% | -13.5% |
| 5Y | +8.5% | +20.4% | -11.9% | -20.2% |
| All | +161.3% | +48.7% | +112.6% | +35.8% |
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 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