+365.7%
ALAB vs USHY
+19.0%
+346.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.8% |
| 7D | +3.2% | 0.0% | +3.2% | +3.0% |
| 30D | -13.6% | 0.0% | -13.5% | -13.3% |
| 3M | -16.6% | +1.2% | -17.7% | -21.0% |
| 6M | +142.3% | +2.6% | +139.7% | +114.4% |
| YTD | +73.6% | +2.4% | +71.2% | +55.8% |
| 1Y | +33.7% | +4.2% | +29.4% | +9.4% |
| All | +365.7% | +19.0% | +346.7% | +136.1% |
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