+2,176.4%
THC vs USHY
+47.9%
+2,128.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.5% |
| 7D | +0.2% | -0.2% | +0.5% | +0.9% |
| 30D | +9.0% | -0.1% | +9.1% | +9.4% |
| 3M | +12.9% | -1.7% | +14.6% | +18.6% |
| 6M | +52.8% | -0.6% | +53.5% | +55.7% |
| YTD | +47.4% | +0.5% | +46.9% | +45.2% |
| 1Y | +47.7% | +1.4% | +46.3% | +42.0% |
| 3Y | +444.7% | +25.1% | +419.6% | +193.6% |
| 5Y | +269.3% | +19.7% | +249.6% | +136.4% |
| All | +2,176.4% | +47.9% | +2,128.5% | +853.1% |
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