+230.5%
ALL vs USHY
+49.7%
+180.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -2.3% | -0.7% | -1.6% | -1.3% |
| 30D | -0.4% | -0.7% | +0.3% | +0.5% |
| 3M | +16.0% | +0.1% | +16.0% | +15.8% |
| 6M | +24.6% | +1.8% | +22.8% | +21.3% |
| YTD | +23.7% | +1.8% | +21.9% | +20.3% |
| 1Y | +27.7% | +3.3% | +24.4% | +21.6% |
| 3Y | +150.2% | +27.0% | +123.3% | +77.7% |
| 5Y | +117.1% | +21.0% | +96.1% | +68.1% |
| All | +230.5% | +49.7% | +180.8% | +90.6% |
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