-45.1%
ALB vs USHY
+21.5%
-66.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.3% |
| 7D | -8.6% | -0.1% | -8.5% | -8.3% |
| 30D | -4.0% | 0.0% | -4.0% | -4.0% |
| 3M | -17.4% | +0.8% | -18.2% | -19.2% |
| 6M | -25.4% | +1.9% | -27.3% | -29.0% |
| YTD | -10.5% | +2.3% | -12.8% | -15.4% |
| 1Y | +75.8% | +4.1% | +71.7% | +58.6% |
| 3Y | -28.5% | +27.8% | -56.3% | -58.4% |
| 5Y | -45.1% | +21.5% | -66.6% | -56.2% |
| All | -45.1% | +21.5% | -66.6% | -56.2% |
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