+772.3%
ASML vs USHY
+47.8%
+724.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -9.0% | -0.3% | -8.8% | -8.4% |
| 30D | -21.0% | 0.0% | -21.0% | -20.9% |
| 3M | -16.3% | -1.8% | -14.5% | -12.2% |
| 6M | -7.5% | -1.0% | -6.5% | -4.5% |
| YTD | +34.0% | +0.5% | +33.5% | +34.4% |
| 1Y | +39.3% | +1.9% | +37.4% | +35.1% |
| 3Y | +128.9% | +24.9% | +104.0% | +39.0% |
| 5Y | +76.1% | +18.8% | +57.3% | +24.5% |
| All | +772.3% | +47.8% | +724.5% | +327.4% |
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 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