+74.7%
CART vs USHY
+25.7%
+49.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.9% |
| 7D | +1.3% | -0.4% | +1.7% | +2.2% |
| 30D | +19.2% | +0.6% | +18.6% | +17.8% |
| 3M | +17.6% | -2.0% | +19.6% | +22.5% |
| 6M | +47.4% | -0.5% | +47.9% | +49.3% |
| YTD | +30.9% | +0.6% | +30.3% | +29.5% |
| 1Y | +46.0% | +2.1% | +43.8% | +39.7% |
| 3Y | +130.3% | +25.3% | +105.0% | +28.2% |
| All | +74.7% | +25.7% | +49.0% | -6.1% |
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 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