+138.3%
ADI vs USHY
+20.9%
+117.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.8% | +4.8% |
| 7D | +4.6% | -0.7% | +5.2% | +6.4% |
| 30D | -1.2% | -0.7% | -0.5% | +0.5% |
| 3M | -7.8% | +0.1% | -7.9% | -7.8% |
| 6M | +19.3% | +1.8% | +17.6% | +14.8% |
| YTD | +40.9% | +1.8% | +39.1% | +35.7% |
| 1Y | +54.5% | +3.3% | +51.2% | +43.9% |
| 3Y | +123.4% | +27.0% | +96.5% | +36.1% |
| All | +138.3% | +20.9% | +117.3% | +92.0% |
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