+115.4%
ABT vs USHY
+49.7%
+65.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.9% | -0.7% | -5.2% | -5.0% |
| 30D | -8.1% | -0.7% | -7.4% | -7.2% |
| 3M | +14.5% | +0.1% | +14.5% | +14.4% |
| 6M | -6.3% | +1.8% | -8.1% | -8.5% |
| YTD | -17.1% | +1.8% | -18.9% | -19.1% |
| 1Y | -21.4% | +3.3% | -24.7% | -24.8% |
| 3Y | +5.9% | +27.0% | -21.0% | -24.0% |
| 5Y | -12.8% | +21.0% | -33.8% | -32.2% |
| All | +115.4% | +49.7% | +65.7% | +16.6% |
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