+448.2%
HUT vs USHY
+50.2%
+398.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.7% |
| 7D | +5.4% | -0.7% | +6.1% | +8.2% |
| 30D | +8.6% | -0.7% | +9.3% | +11.5% |
| 3M | -15.2% | +0.1% | -15.3% | -15.2% |
| 6M | +92.9% | +1.8% | +91.1% | +85.7% |
| YTD | +114.6% | +1.8% | +112.9% | +108.3% |
| 1Y | +208.5% | +3.3% | +205.2% | +187.5% |
| 3Y | +821.5% | +27.0% | +794.5% | +379.1% |
| 5Y | +101.8% | +21.0% | +80.8% | +29.8% |
| All | +448.2% | +50.2% | +398.0% | +227.4% |
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 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