-29.2%
ALB vs USHY
+27.6%
-56.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -1.9% |
| 7D | -8.6% | -0.1% | -8.5% | -8.0% |
| 30D | -4.0% | 0.0% | -4.0% | -3.9% |
| 3M | -17.4% | +0.8% | -18.2% | -20.6% |
| 6M | -25.4% | +1.9% | -27.3% | -31.7% |
| YTD | -10.5% | +2.3% | -12.8% | -19.1% |
| 1Y | +75.8% | +4.1% | +71.7% | +45.9% |
| All | -29.2% | +27.6% | -56.9% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling