+629.2%
AMAT vs USHY
+48.0%
+581.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.4% |
| 7D | +11.4% | -0.4% | +11.8% | +12.8% |
| 30D | -17.0% | +0.6% | -17.6% | -18.2% |
| 3M | -30.6% | -2.0% | -28.6% | -26.4% |
| 6M | -14.9% | -0.5% | -14.4% | -12.9% |
| YTD | +44.7% | +0.6% | +44.1% | +44.8% |
| 1Y | +66.9% | +2.1% | +64.8% | +60.7% |
| 3Y | +153.3% | +25.3% | +128.0% | +45.3% |
| 5Y | +146.2% | +19.7% | +126.5% | +68.1% |
| All | +629.2% | +48.0% | +581.3% | +234.3% |
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