+157.4%
ALL vs USHY
+20.1%
+137.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.2% |
| 3M | +0.4% | -1.2% | +1.6% | +1.4% |
| 6M | +23.8% | -0.1% | +23.9% | +23.7% |
| YTD | +27.8% | +1.1% | +26.7% | +26.2% |
| 1Y | +28.9% | +2.0% | +26.9% | +26.3% |
| 3Y | +113.9% | +25.8% | +88.1% | +75.4% |
| 5Y | +157.4% | +20.4% | +137.0% | +110.6% |
| All | +157.4% | +20.1% | +137.3% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling