-9.9%
COST vs USHY
+2.7%
-12.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.9% |
| 7D | -2.8% | -0.1% | -2.7% | -2.9% |
| 30D | -5.3% | 0.0% | -5.2% | -5.3% |
| 3M | -6.7% | +0.8% | -7.5% | -6.1% |
| 6M | -9.9% | +1.9% | -11.9% | -9.1% |
| All | -9.9% | +2.7% | -12.6% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling