+58.5%
AMAT vs USHY
+2.0%
+56.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +9.4% |
| 7D | -1.1% | +0.8% | -1.9% | -5.5% |
| 30D | -26.9% | +0.2% | -27.1% | -27.4% |
| 3M | -31.2% | -1.7% | -29.5% | -22.2% |
| 6M | -14.7% | -0.6% | -14.1% | -9.7% |
| YTD | +44.7% | +0.8% | +43.9% | +45.5% |
| All | +58.5% | +2.0% | +56.5% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling