+12.8%
AR vs USHY
+1.9%
+11.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | -0.2% |
| 7D | +7.4% | -0.4% | +7.8% | +6.3% |
| 30D | +5.8% | +0.6% | +5.2% | +7.3% |
| 3M | +5.2% | -2.0% | +7.2% | -0.3% |
| 6M | +5.4% | -0.5% | +6.0% | +4.0% |
| YTD | +12.4% | +0.6% | +11.8% | +13.0% |
| 1Y | +12.8% | +2.1% | +10.7% | +8.4% |
| All | +12.8% | +1.9% | +11.0% | +8.4% |
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