-34.0%
HDB vs USHY
+3.5%
-37.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | 0.0% | +6.8% | +6.8% |
| 7D | +0.7% | -0.7% | +1.4% | +2.6% |
| 30D | +1.0% | -0.7% | +1.7% | +2.8% |
| 3M | -2.0% | +0.1% | -2.0% | -2.2% |
| 6M | -18.1% | +1.8% | -19.9% | -22.0% |
| YTD | -36.1% | +1.8% | -37.9% | -38.8% |
| 1Y | -34.0% | +3.3% | -37.3% | -37.8% |
| All | -34.0% | +3.5% | -37.5% | -37.8% |
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 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