-30.7%
HDB vs USHY
+27.6%
-58.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -4.9% | -0.1% | -4.7% | -4.6% |
| 30D | -5.8% | 0.0% | -5.8% | -5.8% |
| 3M | -5.2% | +0.8% | -6.0% | -6.5% |
| 6M | -25.7% | +1.9% | -27.6% | -27.9% |
| YTD | -39.6% | +2.3% | -41.8% | -41.6% |
| 1Y | -36.9% | +4.1% | -41.1% | -40.6% |
| All | -30.7% | +27.6% | -58.3% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling