-9.3%
LHX vs USHY
+1.9%
-11.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.7% | -7.1% | -7.0% |
| 7D | -0.3% | -0.2% | -0.1% | +0.1% |
| 30D | +9.7% | +0.7% | +9.0% | +8.9% |
| 3M | -8.5% | -2.2% | -6.3% | -5.5% |
| 6M | -15.1% | -0.9% | -14.2% | -14.3% |
| YTD | -10.4% | +0.2% | -10.6% | -11.6% |
| 1Y | -9.3% | +1.7% | -11.0% | -16.4% |
| All | -9.3% | +1.9% | -11.2% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling