-50.1%
KHC vs USHY
+50.7%
-100.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.8% | -0.1% | -1.6% | -1.6% |
| 30D | -1.9% | +0.1% | -2.0% | -2.0% |
| 3M | +14.4% | +0.8% | +13.6% | +13.4% |
| 6M | +8.7% | +1.7% | +7.0% | +6.7% |
| YTD | +7.8% | +2.5% | +5.3% | +4.9% |
| 1Y | -1.5% | +4.4% | -5.9% | -6.0% |
| 3Y | -9.9% | +27.4% | -37.2% | -30.6% |
| 5Y | -10.7% | +21.7% | -32.5% | -26.2% |
| All | -50.1% | +50.7% | -100.8% | -68.8% |
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