+275.7%
B vs USHY
+50.7%
+225.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.4% |
| 30D | +9.4% | +0.1% | +9.3% | +9.4% |
| 3M | +5.0% | +0.8% | +4.2% | +4.3% |
| 6M | -3.5% | +1.7% | -5.3% | -4.8% |
| YTD | +4.5% | +2.5% | +2.0% | +2.4% |
| 1Y | +67.8% | +4.4% | +63.4% | +61.6% |
| 3Y | +196.7% | +27.4% | +169.3% | +138.9% |
| 5Y | +151.9% | +21.7% | +130.2% | +108.5% |
| All | +275.7% | +50.7% | +225.0% | +166.8% |
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