+241.5%
ALL vs USHY
+48.7%
+192.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.2% |
| 7D | -2.6% | -0.2% | -2.3% | -2.3% |
| 30D | +12.7% | +0.5% | +12.2% | +11.9% |
| 3M | +0.4% | -1.2% | +1.6% | +2.0% |
| 6M | +23.8% | -0.1% | +23.9% | +23.6% |
| YTD | +27.8% | +1.1% | +26.7% | +25.3% |
| 1Y | +28.9% | +2.0% | +26.9% | +24.8% |
| 3Y | +113.9% | +25.8% | +88.1% | +53.9% |
| 5Y | +157.4% | +20.4% | +137.0% | +100.6% |
| All | +241.5% | +48.7% | +192.8% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling