+1.7%
HUT vs USHY
+1.9%
-0.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +0.7% | -23.9% | -30.2% |
| 7D | -29.5% | -0.2% | -29.3% | -28.6% |
| 30D | -45.2% | +0.7% | -45.9% | -49.1% |
| 3M | -51.6% | -2.2% | -49.4% | -37.3% |
| 6M | -37.3% | -0.9% | -36.5% | -30.4% |
| YTD | +6.5% | +0.2% | +6.4% | +9.9% |
| 1Y | +1.7% | +1.7% | 0.0% | -19.4% |
| All | +1.7% | +1.9% | -0.1% | -19.4% |
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 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