+14.1%
AGG vs USHY
+49.7%
-35.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.7% |
| 30D | -1.0% | -0.5% | -0.4% | -0.8% |
| 3M | -1.3% | +0.5% | -1.8% | -1.4% |
| 6M | -2.1% | +1.5% | -3.6% | -2.5% |
| YTD | -1.2% | +1.7% | -3.0% | -1.7% |
| 1Y | -0.5% | +3.5% | -4.0% | -1.4% |
| 3Y | +12.4% | +27.2% | -14.7% | +5.7% |
| 5Y | -2.4% | +21.0% | -23.4% | -8.2% |
| All | +14.1% | +49.7% | -35.6% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling