+7.0%
AA vs USHY
+50.7%
-43.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.0% |
| 7D | -0.7% | -0.1% | -0.6% | -0.3% |
| 30D | +5.0% | +0.1% | +4.9% | +4.7% |
| 3M | -35.8% | +0.8% | -36.7% | -37.2% |
| 6M | -18.4% | +1.7% | -20.1% | -22.2% |
| YTD | -5.5% | +2.5% | -8.0% | -11.6% |
| 1Y | +61.0% | +4.4% | +56.6% | +43.2% |
| 3Y | +66.2% | +27.4% | +38.8% | -12.0% |
| 5Y | +11.4% | +21.7% | -10.3% | -30.3% |
| All | +7.0% | +50.7% | -43.8% | -57.3% |
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