+148.9%
C vs USHY
+50.4%
+98.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.3% |
| 7D | +2.6% | -0.1% | +2.7% | +2.9% |
| 30D | +1.9% | 0.0% | +2.0% | +2.0% |
| 3M | +2.8% | +0.8% | +1.9% | +0.7% |
| 6M | +30.6% | +1.9% | +28.6% | +25.0% |
| YTD | +19.9% | +2.3% | +17.6% | +14.1% |
| 1Y | +44.6% | +4.1% | +40.4% | +31.7% |
| 3Y | +272.1% | +27.8% | +244.4% | +111.2% |
| 5Y | +132.0% | +21.5% | +110.5% | +53.4% |
| All | +148.9% | +50.4% | +98.5% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling