+34.0%
XHB vs USHY
+20.9%
+13.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 3M | -8.6% | +0.1% | -8.6% | -8.5% |
| 6M | -4.0% | +1.8% | -5.8% | -7.5% |
| YTD | -3.9% | +1.8% | -5.7% | -7.4% |
| 1Y | -16.5% | +3.3% | -19.8% | -22.2% |
| 3Y | +22.6% | +27.0% | -4.4% | -27.1% |
| All | +34.0% | +20.9% | +13.1% | +2.8% |
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