+86.1%
HUT vs USHY
+21.5%
+64.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -2.5% |
| 7D | +18.9% | -0.1% | +19.0% | +19.9% |
| 30D | +12.0% | 0.0% | +12.0% | +12.3% |
| 3M | -14.9% | +0.8% | -15.7% | -18.7% |
| 6M | +96.8% | +1.9% | +94.9% | +82.4% |
| YTD | +108.8% | +2.3% | +106.5% | +92.4% |
| 1Y | +227.4% | +4.1% | +223.2% | +177.3% |
| 3Y | +760.3% | +27.8% | +732.5% | +182.9% |
| 5Y | +86.1% | +21.5% | +64.6% | +20.3% |
| All | +86.1% | +21.5% | +64.5% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling