+826.4%
ASML vs USHY
+48.2%
+778.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +5.4% |
| 7D | -0.8% | +0.8% | -1.6% | -2.8% |
| 30D | -14.9% | +0.2% | -15.1% | -15.2% |
| 3M | -13.0% | -1.7% | -11.3% | -9.0% |
| 6M | -4.7% | -0.6% | -4.1% | -2.5% |
| YTD | +42.3% | +0.8% | +41.5% | +41.7% |
| 1Y | +49.7% | +2.1% | +47.6% | +44.4% |
| 3Y | +144.3% | +26.0% | +118.3% | +45.4% |
| 5Y | +86.4% | +19.2% | +67.1% | +30.8% |
| All | +826.4% | +48.2% | +778.2% | +350.6% |
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