+131.9%
AS vs USHY
+18.5%
+113.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -3.1% |
| 7D | -3.0% | -0.2% | -2.8% | -1.9% |
| 30D | +9.6% | +0.5% | +9.1% | +7.1% |
| 3M | -8.2% | -1.2% | -7.0% | -2.8% |
| 6M | -9.9% | -0.1% | -9.8% | -9.2% |
| YTD | -16.8% | +1.1% | -17.9% | -19.8% |
| 1Y | +3.0% | +2.0% | +1.0% | -4.6% |
| All | +131.9% | +18.5% | +113.4% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling