+105.0%
HPQ vs USHY
+50.4%
+54.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.3% |
| 7D | +2.2% | -0.1% | +2.4% | +2.5% |
| 30D | +9.7% | 0.0% | +9.8% | +9.8% |
| 3M | +32.7% | +0.8% | +31.9% | +30.4% |
| 6M | +77.7% | +1.9% | +75.8% | +70.7% |
| YTD | +51.0% | +2.3% | +48.7% | +44.0% |
| 1Y | +18.4% | +4.1% | +14.3% | +8.8% |
| 3Y | +25.6% | +27.8% | -2.2% | -23.2% |
| 5Y | +38.6% | +21.5% | +17.1% | -3.3% |
| All | +105.0% | +50.4% | +54.6% | -7.3% |
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