+51.0%
HPQ vs USHY
+20.9%
+30.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.3% |
| 7D | +9.8% | -0.7% | +10.4% | +11.2% |
| 30D | +22.4% | -0.7% | +23.0% | +23.9% |
| 3M | +45.2% | +0.1% | +45.1% | +45.0% |
| 6M | +96.4% | +1.8% | +94.7% | +89.7% |
| YTD | +65.4% | +1.8% | +63.6% | +59.7% |
| 1Y | +31.6% | +3.3% | +28.3% | +23.6% |
| 3Y | +37.0% | +27.0% | +10.1% | -10.2% |
| All | +51.0% | +20.9% | +30.0% | +15.6% |
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