+1,151.7%
HWM vs USHY
+49.7%
+1,102.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.8% |
| 7D | -12.5% | -0.7% | -11.8% | -10.9% |
| 30D | -19.0% | -0.5% | -18.4% | -18.0% |
| 3M | -8.6% | +0.5% | -9.1% | -9.7% |
| 6M | -10.2% | +1.5% | -11.7% | -13.1% |
| YTD | +11.3% | +1.7% | +9.6% | +7.2% |
| 1Y | +24.3% | +3.5% | +20.7% | +14.9% |
| 3Y | +382.3% | +27.2% | +355.1% | +179.7% |
| 5Y | +640.6% | +21.0% | +619.6% | +402.0% |
| All | +1,151.7% | +49.7% | +1,102.0% | +420.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling