+27.7%
ALL vs USHY
+3.5%
+24.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -2.3% | -0.7% | -1.6% | -2.7% |
| 30D | -0.4% | -0.7% | +0.3% | -0.9% |
| 3M | +16.0% | +0.1% | +16.0% | +16.1% |
| 6M | +24.6% | +1.8% | +22.8% | +24.9% |
| YTD | +23.7% | +1.8% | +21.9% | +23.4% |
| 1Y | +27.7% | +3.3% | +24.4% | +26.9% |
| All | +27.7% | +3.5% | +24.2% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling