+96.4%
AEHR vs USHY
+27.0%
+69.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.7% |
| 7D | +9.8% | -0.7% | +10.5% | +15.4% |
| 30D | -26.7% | -0.7% | -26.1% | -23.2% |
| 3M | -8.1% | +0.1% | -8.1% | -7.5% |
| 6M | +123.1% | +1.8% | +121.3% | +109.1% |
| YTD | +369.0% | +1.8% | +367.2% | +347.0% |
| 1Y | +256.4% | +3.3% | +253.1% | +216.2% |
| 3Y | +96.4% | +27.0% | +69.4% | -34.3% |
| All | +96.4% | +27.0% | +69.3% | -34.3% |
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