+113.6%
AR vs USHY
+48.0%
+65.6%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.3% |
| 7D | +7.4% | -0.4% | +7.8% | +8.3% |
| 30D | +5.8% | +0.6% | +5.2% | +4.2% |
| 3M | +5.2% | -2.0% | +7.2% | +9.7% |
| 6M | +5.4% | -0.5% | +6.0% | +6.0% |
| YTD | +12.4% | +0.6% | +11.8% | +9.4% |
| 1Y | +12.8% | +2.1% | +10.7% | +6.0% |
| 3Y | +47.2% | +25.3% | +21.9% | -11.6% |
| 5Y | +101.1% | +19.7% | +81.4% | +38.3% |
| All | +113.6% | +48.0% | +65.6% | -8.6% |
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