-35.3%
BABA vs USHY
+1.9%
-37.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +3.5% |
| 7D | +4.3% | -0.2% | +4.5% | +4.7% |
| 30D | -5.0% | +0.7% | -5.6% | -6.5% |
| 3M | -18.4% | -2.2% | -16.2% | -13.8% |
| 6M | -20.3% | -0.9% | -19.4% | -18.6% |
| YTD | -27.5% | +0.2% | -27.7% | -26.9% |
| 1Y | -35.3% | +1.7% | -37.1% | -32.9% |
| All | -35.3% | +1.9% | -37.2% | -32.9% |
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