+114.1%
AS vs USHY
+20.1%
+94.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.7% |
| 7D | -2.6% | 0.0% | -2.6% | -2.7% |
| 30D | -22.1% | 0.0% | -22.1% | -22.0% |
| 3M | -15.3% | +1.2% | -16.5% | -19.7% |
| 6M | -15.6% | +2.6% | -18.2% | -24.5% |
| YTD | -23.2% | +2.4% | -25.6% | -30.5% |
| 1Y | -21.7% | +4.2% | -25.9% | -34.5% |
| All | +114.1% | +20.1% | +94.0% | +17.2% |
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