-16.8%
B vs USHY
-0.3%
-16.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -0.2% |
| 7D | -6.2% | -0.3% | -5.9% | -3.7% |
| 30D | -6.6% | +0.3% | -6.9% | -8.0% |
| 3M | -7.9% | -1.7% | -6.2% | +6.8% |
| 6M | -16.8% | -0.4% | -16.4% | -15.1% |
| All | -16.8% | -0.3% | -16.5% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling