+253.4%
AG vs USHY
+27.0%
+226.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -3.0% | -3.0% |
| 7D | -6.7% | -0.7% | -6.0% | -4.1% |
| 30D | +2.2% | -0.7% | +2.8% | +5.2% |
| 3M | +15.7% | +0.1% | +15.6% | +16.1% |
| 6M | -23.8% | +1.8% | -25.6% | -27.1% |
| YTD | +17.6% | +1.8% | +15.9% | +13.1% |
| 1Y | +88.6% | +3.3% | +85.3% | +73.5% |
| 3Y | +253.4% | +27.0% | +226.5% | +95.9% |
| All | +253.4% | +27.0% | +226.4% | +95.9% |
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