+579.1%
AU vs USHY
+27.0%
+552.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | -4.3% | -0.7% | -3.6% | -2.2% |
| 30D | +7.3% | -0.7% | +8.0% | +9.7% |
| 3M | +26.3% | +0.1% | +26.3% | +26.6% |
| 6M | +1.8% | +1.8% | 0.0% | -1.5% |
| YTD | +26.8% | +1.8% | +25.0% | +22.8% |
| 1Y | +66.7% | +3.3% | +63.4% | +56.4% |
| 3Y | +579.1% | +27.0% | +552.1% | +273.5% |
| All | +579.1% | +27.0% | +552.0% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling