+15.3%
ADP vs USHY
+27.9%
-12.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.4% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +17.9% | +1.2% | +16.7% | +16.2% |
| 6M | +20.3% | +2.6% | +17.7% | +16.3% |
| YTD | +5.8% | +2.4% | +3.4% | +2.6% |
| 1Y | -7.7% | +4.2% | -11.9% | -12.7% |
| All | +15.3% | +27.9% | -12.6% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling