+138.8%
HD vs USHY
+50.7%
+88.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -2.1% | -0.1% | -1.9% | -1.8% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +4.3% | +0.8% | +3.5% | +2.9% |
| 6M | -11.1% | +1.7% | -12.9% | -13.7% |
| YTD | -4.7% | +2.5% | -7.1% | -8.7% |
| 1Y | -19.8% | +4.4% | -24.2% | -25.8% |
| 3Y | +4.1% | +27.4% | -23.3% | -32.5% |
| 5Y | +10.3% | +21.7% | -11.4% | -20.7% |
| All | +138.8% | +50.7% | +88.1% | +20.9% |
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