+262.6%
THC vs USHY
+21.5%
+241.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.3% |
| 7D | +4.1% | -0.1% | +4.2% | +4.4% |
| 30D | +3.5% | 0.0% | +3.6% | +3.6% |
| 3M | +61.7% | +0.8% | +60.9% | +58.5% |
| 6M | +11.8% | +1.9% | +9.9% | +6.8% |
| YTD | +35.4% | +2.3% | +33.2% | +28.2% |
| 1Y | +37.0% | +4.1% | +32.9% | +24.0% |
| 3Y | +260.1% | +27.8% | +232.3% | +103.2% |
| 5Y | +262.6% | +21.5% | +241.1% | +168.8% |
| All | +262.6% | +21.5% | +241.1% | +168.8% |
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 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