+17.6%
ABNB vs USHY
+28.0%
-10.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.4% |
| 7D | -6.5% | -0.7% | -5.8% | -4.6% |
| 30D | -5.5% | -0.7% | -4.8% | -3.6% |
| 3M | +30.0% | +0.1% | +30.0% | +30.0% |
| 6M | +27.6% | +1.8% | +25.8% | +21.9% |
| YTD | +25.4% | +1.8% | +23.6% | +19.9% |
| 1Y | +38.3% | +3.3% | +35.0% | +26.9% |
| 3Y | +15.5% | +27.0% | -11.5% | -38.4% |
| 5Y | +3.0% | +21.0% | -18.0% | -27.6% |
| All | +17.6% | +28.0% | -10.4% | -20.9% |
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