+816.6%
ASML vs USHY
+48.2%
+768.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.4% |
| 7D | +10.4% | -0.3% | +10.7% | +11.3% |
| 30D | -12.7% | +0.3% | -13.0% | -13.2% |
| 3M | -17.2% | -1.7% | -15.5% | -13.3% |
| 6M | -1.3% | -0.4% | -0.9% | +0.3% |
| YTD | +40.8% | +0.7% | +40.1% | +40.4% |
| 1Y | +45.2% | +1.8% | +43.4% | +41.2% |
| 3Y | +131.8% | +25.3% | +106.5% | +39.6% |
| 5Y | +84.0% | +19.9% | +64.2% | +27.7% |
| All | +816.6% | +48.2% | +768.4% | +346.4% |
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 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