+233.3%
B vs USHY
+47.7%
+185.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.7% |
| 7D | +7.1% | +0.3% | +6.8% | +6.9% |
| 30D | -3.3% | -0.1% | -3.2% | -3.1% |
| 3M | -2.5% | -1.9% | -0.7% | -0.4% |
| 6M | -7.2% | -1.0% | -6.2% | -5.9% |
| YTD | -7.4% | +0.4% | -7.8% | -7.1% |
| 1Y | +16.4% | +1.4% | +15.0% | +15.7% |
| 3Y | +178.7% | +24.9% | +153.8% | +129.5% |
| 5Y | +121.7% | +19.3% | +102.4% | +87.8% |
| All | +233.3% | +47.7% | +185.6% | +142.1% |
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 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