+437.2%
HPE vs USHY
+50.4%
+386.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.5% |
| 7D | +13.6% | -0.1% | +13.8% | +14.0% |
| 30D | +7.7% | 0.0% | +7.8% | +7.9% |
| 3M | +22.4% | +0.8% | +21.5% | +20.4% |
| 6M | +172.6% | +1.9% | +170.7% | +163.3% |
| YTD | +147.5% | +2.3% | +145.3% | +137.7% |
| 1Y | +151.8% | +4.1% | +147.6% | +133.4% |
| 3Y | +267.1% | +27.8% | +239.3% | +133.6% |
| 5Y | +362.8% | +21.5% | +341.3% | +231.3% |
| All | +437.2% | +50.4% | +386.8% | +155.1% |
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