+26.0%
C vs USHY
+1.9%
+24.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | -0.7% |
| 7D | +1.1% | -0.2% | +1.3% | +1.8% |
| 30D | -2.4% | +0.7% | -3.1% | -4.8% |
| 3M | -8.4% | -2.2% | -6.2% | -0.2% |
| 6M | +0.3% | -0.9% | +1.2% | +3.2% |
| YTD | +9.1% | +0.2% | +9.0% | +9.9% |
| 1Y | +26.0% | +1.7% | +24.3% | +19.3% |
| All | +26.0% | +1.9% | +24.2% | +19.3% |
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