+420.1%
HUT vs USHY
+51.3%
+368.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.3% |
| 7D | +17.8% | -0.1% | +17.9% | +18.4% |
| 30D | +0.8% | +0.1% | +0.8% | +0.5% |
| 3M | -26.8% | +0.8% | -27.6% | -28.6% |
| 6M | +72.6% | +1.7% | +70.8% | +66.4% |
| YTD | +103.6% | +2.5% | +101.1% | +92.5% |
| 1Y | +265.3% | +4.4% | +260.9% | +227.2% |
| 3Y | +689.4% | +27.4% | +662.0% | +304.5% |
| 5Y | +75.3% | +21.7% | +53.6% | +10.1% |
| All | +420.1% | +51.3% | +368.9% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling