-61.4%
ADBE vs USHY
+20.9%
-82.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.3% |
| 7D | -12.9% | -0.7% | -12.2% | -11.4% |
| 30D | -5.6% | -0.5% | -5.1% | -4.4% |
| 3M | +6.6% | +0.5% | +6.1% | +5.4% |
| 6M | -9.6% | +1.5% | -11.1% | -12.7% |
| YTD | -28.9% | +1.7% | -30.7% | -31.8% |
| 1Y | -28.9% | +3.5% | -32.5% | -34.6% |
| 3Y | -55.6% | +27.2% | -82.7% | -74.5% |
| All | -61.4% | +20.9% | -82.3% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling