+763.2%
AAPL vs USHY
+50.7%
+712.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | 0.0% | -2.8% | -2.8% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +5.0% | +1.2% | +3.8% | +2.5% |
| 6M | +23.0% | +2.6% | +20.4% | +16.8% |
| YTD | +16.6% | +2.4% | +14.2% | +11.1% |
| 1Y | +33.4% | +4.2% | +29.2% | +22.7% |
| 3Y | +79.9% | +28.0% | +51.8% | +11.9% |
| 5Y | +109.0% | +21.8% | +87.2% | +47.0% |
| All | +763.2% | +50.7% | +712.5% | +314.4% |
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