+22.8%
COMP vs USHY
+2.0%
+20.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +3.1% |
| 7D | +14.5% | +0.8% | +13.8% | +7.9% |
| 30D | +14.9% | +0.2% | +14.7% | +12.9% |
| 3M | -14.2% | -1.7% | -12.6% | +0.7% |
| 6M | +23.7% | -0.6% | +24.4% | +34.1% |
| YTD | +2.1% | +0.8% | +1.3% | +4.2% |
| All | +22.8% | +2.0% | +20.8% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling