+50.7%
USHY vs HBM
+285.3%
-234.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.3% |
| 7D | 0.0% | +7.4% | -7.3% | -0.4% |
| 30D | 0.0% | +5.1% | -5.1% | -0.4% |
| 3M | +1.2% | +11.1% | -10.0% | +0.3% |
| 6M | +2.6% | +30.2% | -27.6% | +0.5% |
| YTD | +2.4% | +46.2% | -43.8% | -0.6% |
| 1Y | +4.2% | +120.0% | -115.8% | -1.5% |
| 3Y | +28.0% | +527.4% | -499.4% | +11.9% |
| 5Y | +21.8% | +400.4% | -378.6% | +6.0% |
| All | +50.7% | +285.3% | -234.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling