-46.5%
COMP vs USHY
+23.9%
-70.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +4.2% |
| 7D | +14.5% | +0.8% | +13.8% | +10.7% |
| 30D | +14.9% | +0.2% | +14.7% | +14.0% |
| 3M | -14.2% | -1.7% | -12.6% | -6.3% |
| 6M | +23.7% | -0.6% | +24.4% | +30.0% |
| YTD | +2.1% | +0.8% | +1.3% | +2.3% |
| 1Y | +26.2% | +2.1% | +24.1% | +19.1% |
| 3Y | +470.9% | +26.0% | +444.9% | +117.6% |
| 5Y | -14.0% | +19.2% | -33.2% | -52.5% |
| All | -46.5% | +23.9% | -70.4% | -72.9% |
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 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