+44.8%
ACN vs USHY
+50.7%
-5.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.8% | 0.0% | -4.8% | -4.9% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +3.9% | +1.2% | +2.7% | +1.6% |
| 6M | -15.0% | +2.6% | -17.6% | -19.1% |
| YTD | -31.9% | +2.4% | -34.3% | -34.9% |
| 1Y | -28.5% | +4.2% | -32.7% | -33.8% |
| 3Y | -41.9% | +28.0% | -69.9% | -63.1% |
| 5Y | -42.9% | +21.8% | -64.6% | -59.2% |
| All | +44.8% | +50.7% | -5.9% | -28.2% |
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