+108.6%
ASML vs USHY
+21.7%
+86.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.5% |
| 30D | +2.2% | +0.1% | +2.1% | +1.9% |
| 3M | -2.3% | +0.8% | -3.1% | -4.4% |
| 6M | +23.0% | +1.7% | +21.2% | +18.1% |
| YTD | +61.1% | +2.5% | +58.6% | +51.7% |
| 1Y | +129.1% | +4.4% | +124.7% | +104.8% |
| 3Y | +165.4% | +27.4% | +138.0% | +36.7% |
| All | +108.6% | +21.7% | +86.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling