+107.7%
COST vs USHY
+20.9%
+86.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.3% |
| 30D | -4.7% | -0.7% | -4.0% | -3.9% |
| 3M | -7.1% | +0.1% | -7.2% | -7.2% |
| 6M | -8.5% | +1.8% | -10.3% | -10.7% |
| YTD | +5.4% | +1.8% | +3.6% | +2.9% |
| 1Y | -5.6% | +3.3% | -8.9% | -9.7% |
| 3Y | +68.5% | +27.0% | +41.5% | +23.3% |
| All | +107.7% | +20.9% | +86.8% | +79.8% |
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