-22.2%
HDB vs USHY
+19.5%
-41.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.7% | -0.4% | +3.2% | +3.4% |
| 30D | +14.1% | +0.6% | +13.5% | +13.2% |
| 3M | +11.8% | -2.0% | +13.8% | +15.1% |
| 6M | +8.2% | -0.5% | +8.7% | +9.1% |
| YTD | -29.3% | +0.6% | -29.9% | -29.7% |
| 1Y | -28.8% | +2.1% | -30.9% | -30.5% |
| 3Y | -7.5% | +25.3% | -32.8% | -31.3% |
| All | -22.2% | +19.5% | -41.8% | -32.2% |
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