+228.7%
HL vs USHY
+20.9%
+207.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.3% |
| 7D | -4.4% | -0.7% | -3.7% | -2.5% |
| 30D | +9.3% | -0.7% | +10.0% | +11.6% |
| 3M | +32.0% | +0.1% | +31.9% | +32.3% |
| 6M | -6.4% | +1.8% | -8.2% | -9.5% |
| YTD | +3.1% | +1.8% | +1.4% | +0.1% |
| 1Y | +77.6% | +3.3% | +74.3% | +66.2% |
| 3Y | +392.8% | +27.0% | +365.9% | +180.2% |
| All | +228.7% | +20.9% | +207.7% | +95.6% |
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