+117.3%
AR vs USHY
+50.7%
+66.5%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.8% |
| 30D | +14.8% | +0.1% | +14.7% | +14.5% |
| 3M | +6.2% | +0.8% | +5.4% | +4.0% |
| 6M | +4.3% | +1.7% | +2.6% | -0.6% |
| YTD | +14.4% | +2.5% | +11.9% | +7.1% |
| 1Y | +21.3% | +4.4% | +16.9% | +9.0% |
| 3Y | +39.8% | +27.4% | +12.4% | -18.7% |
| 5Y | +142.1% | +21.7% | +120.3% | +61.4% |
| All | +117.3% | +50.7% | +66.5% | -10.5% |
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