+20.7%
USHY vs HBM
+327.6%
-307.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | -0.7% | -4.8% | +4.1% | -0.5% |
| 3M | +0.1% | -0.4% | +0.5% | -0.2% |
| 6M | +1.8% | +17.9% | -16.1% | +0.2% |
| YTD | +1.8% | +33.7% | -31.9% | -0.8% |
| 1Y | +3.3% | +95.6% | -92.3% | -1.7% |
| 3Y | +27.0% | +458.1% | -431.2% | +11.1% |
| All | +20.7% | +327.6% | -307.0% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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