+830.6%
AMAT vs USHY
+50.7%
+779.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | -12.2% | 0.0% | -12.2% | -12.2% |
| 3M | -3.8% | +1.2% | -5.0% | -6.5% |
| 6M | +45.9% | +2.6% | +43.3% | +37.4% |
| YTD | +84.6% | +2.4% | +82.2% | +75.2% |
| 1Y | +193.4% | +4.2% | +189.1% | +166.7% |
| 3Y | +228.1% | +28.0% | +200.0% | +77.0% |
| 5Y | +268.9% | +21.8% | +247.2% | +140.0% |
| All | +830.6% | +50.7% | +779.9% | +304.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling