+24.5%
ALAB vs USHY
+1.9%
+22.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -10.3% |
| 7D | -24.9% | -0.2% | -24.7% | -23.1% |
| 30D | -38.4% | +0.7% | -39.1% | -41.0% |
| 3M | -38.3% | -2.2% | -36.1% | -23.8% |
| 6M | +10.9% | -0.9% | +11.8% | +25.4% |
| YTD | +34.2% | +0.2% | +34.1% | +42.7% |
| 1Y | +24.5% | +1.7% | +22.8% | +14.6% |
| All | +24.5% | +1.9% | +22.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling