+230.0%
COMP vs USHY
+28.5%
+201.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.7% |
| 7D | +1.4% | -0.1% | +1.5% | +2.2% |
| 30D | -13.3% | +0.1% | -13.4% | -13.6% |
| 3M | +41.1% | +0.8% | +40.3% | +35.8% |
| 6M | +17.2% | +1.7% | +15.4% | +9.5% |
| YTD | +5.2% | +2.5% | +2.7% | -5.2% |
| 1Y | +18.9% | +4.4% | +14.5% | -3.0% |
| All | +230.0% | +28.5% | +201.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling