+795.0%
AMAT vs USHY
+50.7%
+744.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.4% |
| 7D | -1.5% | -0.1% | -1.4% | -1.1% |
| 30D | -14.8% | +0.1% | -14.9% | -15.0% |
| 3M | -9.3% | +0.8% | -10.1% | -10.9% |
| 6M | +27.4% | +1.7% | +25.7% | +22.9% |
| YTD | +77.6% | +2.5% | +75.1% | +68.4% |
| 1Y | +188.9% | +4.4% | +184.5% | +161.6% |
| 3Y | +202.3% | +27.4% | +174.9% | +65.3% |
| 5Y | +248.9% | +21.7% | +227.2% | +127.2% |
| All | +795.0% | +50.7% | +744.3% | +288.7% |
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