+160.4%
XHB vs USHY
+50.4%
+110.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.1% |
| 7D | -1.9% | -0.1% | -1.8% | -1.6% |
| 30D | -8.3% | 0.0% | -8.3% | -8.2% |
| 3M | -7.1% | +0.8% | -8.0% | -8.8% |
| 6M | -5.3% | +1.9% | -7.2% | -8.8% |
| YTD | -3.2% | +2.3% | -5.4% | -7.5% |
| 1Y | -13.9% | +4.1% | -18.0% | -21.0% |
| 3Y | +24.9% | +27.8% | -2.9% | -26.4% |
| 5Y | +34.5% | +21.5% | +13.0% | -8.5% |
| All | +160.4% | +50.4% | +110.0% | +19.0% |
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