+109.6%
HSY vs USHY
+50.7%
+58.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | -0.7% | +1.2% | -1.9% | -1.7% |
| 6M | -21.8% | +2.6% | -24.4% | -23.5% |
| YTD | -2.7% | +2.4% | -5.1% | -4.6% |
| 1Y | -4.8% | +4.2% | -9.1% | -8.1% |
| 3Y | -9.4% | +28.0% | -37.4% | -26.6% |
| 5Y | +11.3% | +21.8% | -10.5% | -4.2% |
| All | +109.6% | +50.7% | +58.9% | +47.4% |
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