+428.1%
AMZN vs USHY
+49.7%
+378.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -0.7% | -0.7% | 0.0% | +0.7% |
| 30D | -3.9% | -0.7% | -3.3% | -2.7% |
| 3M | +6.3% | +0.1% | +6.3% | +6.3% |
| 6M | +20.8% | +1.8% | +19.0% | +17.2% |
| YTD | +11.2% | +1.8% | +9.5% | +8.0% |
| 1Y | +11.7% | +3.3% | +8.4% | +5.5% |
| 3Y | +79.4% | +27.0% | +52.5% | +18.0% |
| 5Y | +48.0% | +21.0% | +27.0% | +6.2% |
| All | +428.1% | +49.7% | +378.4% | +169.9% |
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