+3.3%
AA vs USHY
+49.7%
-46.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -3.4% | -0.7% | -2.7% | -1.4% |
| 30D | -5.8% | -0.7% | -5.1% | -3.8% |
| 3M | -29.9% | +0.1% | -30.0% | -29.9% |
| 6M | -27.0% | +1.8% | -28.8% | -30.4% |
| YTD | -8.7% | +1.8% | -10.5% | -12.8% |
| 1Y | +50.6% | +3.3% | +47.3% | +38.3% |
| 3Y | +74.1% | +27.0% | +47.1% | -6.8% |
| 5Y | +2.6% | +21.0% | -18.4% | -34.6% |
| All | +3.3% | +49.7% | -46.4% | -57.9% |
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