+610.2%
HWM vs USHY
+20.1%
+590.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.0% |
| 7D | +5.0% | -0.2% | +5.2% | +5.5% |
| 30D | +1.5% | +0.5% | +1.0% | +0.5% |
| 3M | -20.3% | -1.2% | -19.2% | -18.6% |
| 6M | -18.0% | -0.1% | -17.9% | -17.9% |
| YTD | +9.5% | +1.1% | +8.4% | +7.4% |
| 1Y | +7.5% | +2.0% | +5.5% | +3.7% |
| 3Y | +355.7% | +25.8% | +329.9% | +208.8% |
| 5Y | +610.2% | +20.4% | +589.8% | +474.2% |
| All | +610.2% | +20.1% | +590.1% | +474.2% |
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