+18.4%
A vs USHY
+4.6%
+13.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.7% |
| 7D | -1.9% | -0.1% | -1.8% | -1.5% |
| 30D | +6.9% | +0.1% | +6.8% | +6.7% |
| 3M | +9.2% | +0.8% | +8.4% | +6.5% |
| 6M | +25.7% | +1.7% | +23.9% | +21.1% |
| YTD | +11.5% | +2.5% | +9.1% | +4.0% |
| 1Y | +18.4% | +4.4% | +14.0% | +1.8% |
| All | +18.4% | +4.6% | +13.8% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling