+60.9%
AG vs USHY
+20.9%
+40.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -3.6% |
| 7D | -5.8% | -0.7% | -5.1% | -4.0% |
| 30D | +6.4% | -0.5% | +6.9% | +8.0% |
| 3M | +28.4% | +0.5% | +27.8% | +27.3% |
| 6M | -24.5% | +1.5% | -26.0% | -26.1% |
| YTD | +21.2% | +1.7% | +19.4% | +18.2% |
| 1Y | +114.1% | +3.5% | +110.5% | +101.2% |
| 3Y | +268.0% | +27.2% | +240.9% | +126.2% |
| All | +60.9% | +20.9% | +40.0% | +12.8% |
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