+8.7%
HDB vs USHY
+50.7%
-42.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.0% | 0.0% | -2.1% | -2.1% |
| 30D | -4.9% | 0.0% | -4.8% | -4.9% |
| 3M | -2.3% | +1.2% | -3.5% | -4.2% |
| 6M | -23.7% | +2.6% | -26.3% | -26.8% |
| YTD | -38.5% | +2.4% | -40.9% | -40.8% |
| 1Y | -36.5% | +4.2% | -40.7% | -40.6% |
| 3Y | -28.5% | +28.0% | -56.5% | -52.9% |
| 5Y | -37.4% | +21.8% | -59.2% | -53.9% |
| All | +8.7% | +50.7% | -42.0% | -45.2% |
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 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