+158.4%
XHB vs USHY
+49.7%
+108.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -4.6% | -0.7% | -4.0% | -3.0% |
| 30D | -9.1% | -0.7% | -8.5% | -7.6% |
| 3M | -8.6% | +0.1% | -8.6% | -8.5% |
| 6M | -4.0% | +1.8% | -5.8% | -7.3% |
| YTD | -3.9% | +1.8% | -5.7% | -7.2% |
| 1Y | -16.5% | +3.3% | -19.8% | -21.9% |
| 3Y | +22.6% | +27.0% | -4.4% | -26.7% |
| 5Y | +33.9% | +21.0% | +12.9% | -8.0% |
| All | +158.4% | +49.7% | +108.7% | +19.4% |
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