+220.1%
HUT vs USHY
+48.5%
+171.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -6.7% |
| 7D | +9.3% | -0.4% | +9.8% | +11.2% |
| 30D | -23.1% | +0.6% | -23.7% | -24.9% |
| 3M | -30.6% | -2.0% | -28.6% | -24.9% |
| 6M | -46.9% | -0.5% | -46.3% | -45.2% |
| YTD | +25.3% | +0.6% | +24.7% | +27.2% |
| 1Y | +59.8% | +2.1% | +57.7% | +54.2% |
| 3Y | +467.2% | +25.3% | +441.9% | +208.4% |
| 5Y | -24.6% | +19.7% | -44.4% | -49.4% |
| All | +220.1% | +48.5% | +171.6% | +100.0% |
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