+264.9%
B vs USHY
+49.7%
+215.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | -5.0% | -0.7% | -4.3% | -4.3% |
| 30D | +8.7% | -0.5% | +9.3% | +9.4% |
| 3M | +17.3% | +0.5% | +16.8% | +16.8% |
| 6M | -5.0% | +1.5% | -6.5% | -6.1% |
| YTD | +1.4% | +1.7% | -0.3% | +0.2% |
| 1Y | +50.5% | +3.5% | +47.0% | +46.2% |
| 3Y | +194.4% | +27.2% | +167.2% | +137.7% |
| 5Y | +156.7% | +21.0% | +135.7% | +113.9% |
| All | +264.9% | +49.7% | +215.2% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling