+45.2%
ADBE vs USHY
+49.7%
-4.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | -5.4% | -0.7% | -4.7% | -4.0% |
| 30D | -2.5% | -0.7% | -1.8% | -1.1% |
| 3M | +15.3% | +0.1% | +15.2% | +15.2% |
| 6M | -7.8% | +1.8% | -9.6% | -11.3% |
| YTD | -27.9% | +1.8% | -29.7% | -30.7% |
| 1Y | -28.0% | +3.3% | -31.3% | -33.0% |
| 3Y | -55.3% | +27.0% | -82.3% | -73.0% |
| 5Y | -61.7% | +21.0% | -82.7% | -73.5% |
| All | +45.2% | +49.7% | -4.5% | -29.8% |
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