-1.2%
ALB vs USHY
+49.7%
-50.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -1.8% |
| 7D | -7.6% | -0.7% | -6.9% | -5.8% |
| 30D | -5.6% | -0.5% | -5.1% | -4.3% |
| 3M | -16.8% | +0.5% | -17.4% | -17.9% |
| 6M | -26.3% | +1.5% | -27.8% | -28.8% |
| YTD | -13.2% | +1.7% | -15.0% | -16.5% |
| 1Y | +68.8% | +3.5% | +65.2% | +55.8% |
| 3Y | -30.7% | +27.2% | -57.8% | -58.8% |
| 5Y | -46.3% | +21.0% | -67.3% | -62.9% |
| All | -1.2% | +49.7% | -50.9% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling