+238.1%
ALL vs USHY
+50.7%
+187.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | -0.1% | +0.2% | +0.2% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +23.6% | +0.8% | +22.8% | +22.1% |
| 6M | +22.3% | +1.7% | +20.6% | +19.2% |
| YTD | +26.5% | +2.5% | +24.0% | +21.9% |
| 1Y | +27.0% | +4.4% | +22.6% | +19.1% |
| 3Y | +149.6% | +27.4% | +122.2% | +76.6% |
| 5Y | +118.1% | +21.7% | +96.3% | +67.6% |
| All | +238.1% | +50.7% | +187.4% | +93.2% |
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 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