+131.6%
C vs USHY
+21.9%
+109.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.2% | 0.0% | +3.1% | +3.1% |
| 30D | +1.3% | 0.0% | +1.3% | +1.3% |
| 3M | +3.1% | +1.2% | +2.0% | +0.9% |
| 6M | +29.6% | +2.6% | +27.0% | +23.5% |
| YTD | +19.0% | +2.4% | +16.5% | +13.9% |
| 1Y | +45.6% | +4.2% | +41.4% | +35.1% |
| 3Y | +269.3% | +28.0% | +241.2% | +145.0% |
| 5Y | +131.6% | +21.8% | +109.8% | +63.9% |
| All | +131.6% | +21.9% | +109.7% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling