+2.2%
ALB vs USHY
+50.7%
-48.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.1% | -0.1% | -7.9% | -7.8% |
| 30D | +6.3% | +0.1% | +6.2% | +6.0% |
| 3M | -23.6% | +0.8% | -24.4% | -25.1% |
| 6M | -24.6% | +1.7% | -26.3% | -27.6% |
| YTD | -10.3% | +2.5% | -12.7% | -15.2% |
| 1Y | +61.5% | +4.4% | +57.1% | +46.0% |
| 3Y | -34.0% | +27.4% | -61.3% | -61.0% |
| 5Y | -44.6% | +21.7% | -66.3% | -62.3% |
| All | +2.2% | +50.7% | -48.6% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling