+114.6%
ALL vs USHY
+26.1%
+88.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.6% | -0.2% | -2.3% | -2.4% |
| 30D | +12.7% | +0.5% | +12.2% | +12.3% |
| 3M | +0.4% | -1.2% | +1.6% | +1.4% |
| 6M | +23.8% | -0.1% | +23.9% | +23.6% |
| YTD | +27.8% | +1.1% | +26.7% | +25.9% |
| 1Y | +28.9% | +2.0% | +26.9% | +25.6% |
| All | +114.6% | +26.1% | +88.6% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling