+66.1%
HST vs USHY
+27.8%
+38.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -5.2% | 0.0% | -5.2% | -5.2% |
| 3M | -6.2% | +1.2% | -7.4% | -9.3% |
| 6M | +20.4% | +2.6% | +17.8% | +11.9% |
| YTD | +30.6% | +2.4% | +28.2% | +22.2% |
| 1Y | +37.4% | +4.2% | +33.1% | +22.3% |
| 3Y | +66.1% | +28.0% | +38.1% | -3.9% |
| All | +66.1% | +27.8% | +38.3% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling