+63.1%
HST vs USHY
+50.7%
+12.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | -0.1% | -0.9% | -0.8% |
| 30D | -12.3% | +0.1% | -12.3% | -12.4% |
| 3M | -6.4% | +0.8% | -7.2% | -7.9% |
| 6M | +15.0% | +1.7% | +13.3% | +11.1% |
| YTD | +30.5% | +2.5% | +28.0% | +24.3% |
| 1Y | +35.7% | +4.4% | +31.3% | +24.4% |
| 3Y | +68.4% | +27.4% | +41.0% | +4.5% |
| 5Y | +73.1% | +21.7% | +51.4% | +20.5% |
| All | +63.1% | +50.7% | +12.4% | -14.1% |
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