+248.7%
ALL vs USHY
+48.0%
+200.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +5.0% | -0.4% | +5.5% | +5.6% |
| 30D | +13.3% | +0.6% | +12.7% | +12.3% |
| 3M | +3.2% | -2.0% | +5.2% | +6.0% |
| 6M | +25.3% | -0.5% | +25.9% | +25.9% |
| YTD | +30.5% | +0.6% | +29.8% | +28.8% |
| 1Y | +29.2% | +2.1% | +27.1% | +24.9% |
| 3Y | +119.1% | +25.3% | +93.8% | +58.4% |
| 5Y | +162.6% | +19.7% | +142.9% | +106.2% |
| All | +248.7% | +48.0% | +200.7% | +104.2% |
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 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