+75.6%
HST vs USHY
+1.9%
+73.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | -0.4% |
| 7D | +3.3% | -0.2% | +3.5% | +3.8% |
| 30D | +16.4% | +0.7% | +15.7% | +14.3% |
| 3M | +5.5% | -2.2% | +7.7% | +12.3% |
| 6M | +31.1% | -0.9% | +32.0% | +33.8% |
| YTD | +55.9% | +0.2% | +55.8% | +55.7% |
| 1Y | +75.6% | +1.7% | +73.9% | +62.0% |
| All | +75.6% | +1.9% | +73.8% | +62.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling