+164.4%
ACWI vs USHY
+48.2%
+116.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.1% |
| 7D | +0.3% | +0.8% | -0.5% | -1.0% |
| 30D | -2.8% | +0.2% | -3.1% | -3.2% |
| 3M | -3.2% | -1.7% | -1.5% | -0.3% |
| 6M | +1.3% | -0.6% | +1.9% | +2.6% |
| YTD | +11.2% | +0.8% | +10.4% | +10.2% |
| 1Y | +13.8% | +2.1% | +11.7% | +10.3% |
| 3Y | +76.2% | +26.0% | +50.2% | +22.8% |
| 5Y | +59.5% | +19.2% | +40.3% | +23.4% |
| All | +164.4% | +48.2% | +116.1% | +51.4% |
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