+338.7%
AJG vs USHY
+49.7%
+289.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | -8.3% | -0.7% | -7.6% | -7.4% |
| 30D | -5.7% | -0.7% | -5.0% | -4.8% |
| 3M | +9.1% | +0.1% | +9.0% | +8.9% |
| 6M | +15.2% | +1.8% | +13.4% | +12.2% |
| YTD | -6.3% | +1.8% | -8.1% | -8.8% |
| 1Y | -19.1% | +3.3% | -22.4% | -22.9% |
| 3Y | +8.2% | +27.0% | -18.7% | -23.6% |
| 5Y | +75.6% | +21.0% | +54.6% | +36.1% |
| All | +338.7% | +49.7% | +289.0% | +146.9% |
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 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