+79.1%
CME vs USHY
+21.5%
+57.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.7% | 0.0% | +4.7% | +4.7% |
| 3M | +7.8% | +0.8% | +7.0% | +7.4% |
| 6M | -11.0% | +1.9% | -12.9% | -11.7% |
| YTD | +4.0% | +2.3% | +1.8% | +3.0% |
| 1Y | +9.1% | +4.1% | +5.0% | +7.1% |
| 3Y | +52.3% | +27.8% | +24.5% | +33.5% |
| All | +79.1% | +21.5% | +57.6% | +73.8% |
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