-35.7%
AUR vs USHY
+23.9%
-59.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | +1.4% | -0.7% | +2.1% | +4.6% |
| 30D | -6.4% | -0.7% | -5.7% | -3.4% |
| 3M | +7.7% | +0.1% | +7.7% | +8.1% |
| 6M | +44.5% | +1.8% | +42.7% | +36.0% |
| YTD | +67.4% | +1.8% | +65.7% | +58.0% |
| 1Y | +15.4% | +3.3% | +12.2% | +2.7% |
| 3Y | +94.8% | +27.0% | +67.9% | -16.8% |
| 5Y | -35.1% | +21.0% | -56.1% | -59.5% |
| All | -35.7% | +23.9% | -59.6% | -59.9% |
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