+2,122.5%
THC vs USHY
+48.0%
+2,074.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | 0.0% |
| 7D | +1.0% | -0.4% | +1.4% | +2.2% |
| 30D | +5.3% | +0.6% | +4.7% | +3.7% |
| 3M | +7.1% | -2.0% | +9.1% | +13.5% |
| 6M | +46.0% | -0.5% | +46.6% | +48.3% |
| YTD | +43.9% | +0.6% | +43.3% | +41.6% |
| 1Y | +45.4% | +2.1% | +43.3% | +37.2% |
| 3Y | +421.3% | +25.3% | +396.0% | +179.7% |
| 5Y | +261.5% | +19.7% | +241.7% | +131.3% |
| All | +2,122.5% | +48.0% | +2,074.5% | +829.2% |
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 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