+117.2%
ALNY vs USHY
+49.7%
+67.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -6.5% | -0.7% | -5.9% | -5.5% |
| 30D | +11.0% | -0.7% | +11.7% | +12.4% |
| 3M | -14.1% | +0.1% | -14.1% | -14.2% |
| 6M | -22.4% | +1.8% | -24.2% | -24.6% |
| YTD | -37.5% | +1.8% | -39.2% | -39.3% |
| 1Y | -46.9% | +3.3% | -50.2% | -49.7% |
| 3Y | +22.1% | +27.0% | -4.9% | -16.0% |
| 5Y | +31.2% | +21.0% | +10.2% | -2.6% |
| All | +117.2% | +49.7% | +67.5% | +14.2% |
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