+419.1%
AMZN vs USHY
+50.4%
+368.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.4% |
| 7D | -1.0% | -0.1% | -0.9% | -0.7% |
| 30D | -9.2% | 0.0% | -9.2% | -9.2% |
| 3M | +3.4% | +0.8% | +2.5% | +1.8% |
| 6M | +18.2% | +1.9% | +16.3% | +14.4% |
| YTD | +9.3% | +2.3% | +7.1% | +5.2% |
| 1Y | +5.9% | +4.1% | +1.8% | -1.5% |
| 3Y | +82.6% | +27.8% | +54.8% | +18.7% |
| 5Y | +44.9% | +21.5% | +23.4% | +3.1% |
| All | +419.1% | +50.4% | +368.7% | +162.9% |
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 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