+13.7%
AR vs USHY
+1.9%
+11.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -6.9% | -4.8% |
| 7D | -11.1% | -0.2% | -10.9% | -11.3% |
| 30D | +7.9% | +0.7% | +7.2% | +9.7% |
| 3M | +4.9% | -2.2% | +7.1% | -0.6% |
| 6M | -5.3% | -0.9% | -4.5% | -7.2% |
| YTD | +8.6% | +0.2% | +8.5% | +7.8% |
| 1Y | +13.7% | +1.7% | +11.9% | +6.4% |
| All | +13.7% | +1.9% | +11.8% | +6.4% |
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