-44.8%
ACHR vs USHY
+27.7%
-72.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -4.9% |
| 7D | -2.7% | -0.1% | -2.5% | -2.0% |
| 30D | -12.1% | 0.0% | -12.1% | -11.8% |
| 3M | +3.4% | +0.8% | +2.5% | +0.6% |
| 6M | -15.6% | +1.9% | -17.6% | -20.6% |
| YTD | -26.9% | +2.3% | -29.1% | -31.7% |
| 1Y | -34.8% | +4.1% | -38.9% | -42.9% |
| 3Y | -19.2% | +27.8% | -47.0% | -63.5% |
| 5Y | -43.8% | +21.5% | -65.3% | -66.8% |
| All | -44.8% | +27.7% | -72.6% | -72.1% |
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 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