+1,323.9%
HWM vs USHY
+50.7%
+1,273.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | -2.1% | -0.1% | -2.0% | -1.9% |
| 30D | -11.0% | +0.1% | -11.1% | -11.3% |
| 3M | +4.0% | +0.8% | +3.2% | +2.0% |
| 6M | -0.2% | +1.7% | -2.0% | -4.0% |
| YTD | +26.7% | +2.5% | +24.2% | +19.9% |
| 1Y | +44.7% | +4.4% | +40.3% | +31.2% |
| 3Y | +426.1% | +27.4% | +398.7% | +203.8% |
| 5Y | +738.5% | +21.7% | +716.8% | +460.1% |
| All | +1,323.9% | +50.7% | +1,273.2% | +482.4% |
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