+120.4%
AS vs USHY
+20.1%
+100.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.7% |
| 7D | -4.9% | -0.1% | -4.8% | -4.3% |
| 30D | -19.6% | +0.1% | -19.7% | -19.9% |
| 3M | -14.4% | +0.8% | -15.2% | -17.5% |
| 6M | -20.1% | +1.7% | -21.9% | -25.6% |
| YTD | -20.9% | +2.5% | -23.4% | -28.6% |
| 1Y | -21.9% | +4.4% | -26.3% | -35.1% |
| All | +120.4% | +20.1% | +100.2% | +20.5% |
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