+1,177.6%
HWM vs USHY
+50.4%
+1,127.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.9% |
| 7D | -8.0% | -0.1% | -7.9% | -7.7% |
| 30D | -18.0% | 0.0% | -18.0% | -18.0% |
| 3M | -9.5% | +0.8% | -10.3% | -11.3% |
| 6M | -8.4% | +1.9% | -10.3% | -12.2% |
| YTD | +13.6% | +2.3% | +11.4% | +8.1% |
| 1Y | +30.2% | +4.1% | +26.1% | +18.8% |
| 3Y | +392.2% | +27.8% | +364.4% | +182.1% |
| 5Y | +645.2% | +21.5% | +623.7% | +400.1% |
| All | +1,177.6% | +50.4% | +1,127.1% | +425.3% |
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 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