+225.8%
CME vs USHY
+48.0%
+177.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +3.9% | -0.4% | +4.4% | +4.4% |
| 30D | +11.3% | +0.6% | +10.7% | +10.6% |
| 3M | +19.6% | -2.0% | +21.6% | +22.0% |
| 6M | +8.1% | -0.5% | +8.6% | +8.5% |
| YTD | +20.4% | +0.6% | +19.8% | +19.2% |
| 1Y | +16.5% | +2.1% | +14.4% | +13.4% |
| 3Y | +66.4% | +25.3% | +41.1% | +26.4% |
| 5Y | +74.5% | +19.7% | +54.7% | +43.4% |
| All | +225.8% | +48.0% | +177.8% | +103.1% |
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