-29.9%
COMP vs USHY
+21.7%
-51.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.7% |
| 7D | +1.4% | -0.1% | +1.5% | +2.0% |
| 30D | -13.3% | +0.1% | -13.4% | -13.5% |
| 3M | +41.1% | +0.8% | +40.3% | +36.8% |
| 6M | +17.2% | +1.7% | +15.4% | +11.0% |
| YTD | +5.2% | +2.5% | +2.7% | -3.4% |
| 1Y | +18.9% | +4.4% | +14.5% | 0.0% |
| 3Y | +215.9% | +27.4% | +188.5% | +13.1% |
| All | -29.9% | +21.7% | -51.6% | -63.7% |
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