+76.1%
HON vs USHY
+49.7%
+26.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | 0.0% |
| 7D | -3.5% | -0.7% | -2.8% | -2.3% |
| 30D | -13.8% | -0.7% | -13.1% | -12.7% |
| 3M | -11.7% | +0.1% | -11.7% | -11.8% |
| 6M | -18.7% | +1.8% | -20.5% | -21.1% |
| YTD | +0.2% | +1.8% | -1.5% | -2.6% |
| 1Y | -3.1% | +3.3% | -6.3% | -8.2% |
| 3Y | +17.0% | +27.0% | -10.0% | -22.1% |
| 5Y | +2.0% | +21.0% | -19.0% | -24.2% |
| All | +76.1% | +49.7% | +26.3% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling