+1.4%
AVGO vs USHY
+3.5%
-2.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +1.1% | -0.7% | +1.8% | +4.6% |
| 30D | -13.0% | -0.7% | -12.3% | -10.1% |
| 3M | -6.0% | +0.1% | -6.0% | -6.3% |
| 6M | +6.4% | +1.8% | +4.6% | -2.3% |
| YTD | +5.0% | +1.8% | +3.2% | -4.1% |
| 1Y | +1.4% | +3.3% | -1.9% | -19.0% |
| All | +1.4% | +3.5% | -2.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling