-21.3%
HUT vs USHY
+19.5%
-40.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -6.5% |
| 7D | +9.3% | -0.4% | +9.8% | +12.2% |
| 30D | -23.1% | +0.6% | -23.7% | -26.0% |
| 3M | -30.6% | -2.0% | -28.6% | -21.6% |
| 6M | -46.9% | -0.5% | -46.3% | -44.5% |
| YTD | +25.3% | +0.6% | +24.7% | +27.2% |
| 1Y | +59.8% | +2.1% | +57.7% | +49.7% |
| 3Y | +467.2% | +25.3% | +441.9% | +107.4% |
| All | -21.3% | +19.5% | -40.8% | -48.2% |
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