+109.6%
HSY vs USHY
+49.7%
+59.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.7% |
| 30D | -5.2% | -0.7% | -4.5% | -4.7% |
| 3M | -3.4% | +0.1% | -3.5% | -3.5% |
| 6M | -19.2% | +1.8% | -21.0% | -20.4% |
| YTD | -2.6% | +1.8% | -4.4% | -4.1% |
| 1Y | -3.8% | +3.3% | -7.1% | -6.4% |
| 3Y | -10.6% | +27.0% | -37.6% | -27.1% |
| 5Y | +12.3% | +21.0% | -8.7% | -2.9% |
| All | +109.6% | +49.7% | +59.9% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling