+7.4%
ABT vs USHY
+27.0%
-19.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.3% |
| 7D | -5.0% | -0.7% | -4.3% | -4.3% |
| 30D | -5.8% | -0.5% | -5.3% | -5.3% |
| 3M | +16.7% | +0.5% | +16.2% | +16.1% |
| 6M | -5.2% | +1.5% | -6.7% | -6.7% |
| YTD | -16.0% | +1.7% | -17.7% | -17.4% |
| 1Y | -18.3% | +3.5% | -21.8% | -21.0% |
| All | +7.4% | +27.0% | -19.6% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling