+310.5%
CSCO vs USHY
+50.7%
+259.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.6% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -11.7% | +1.2% | -12.9% | -13.3% |
| 6M | +40.1% | +2.6% | +37.5% | +34.7% |
| YTD | +43.8% | +2.4% | +41.3% | +38.7% |
| 1Y | +66.6% | +4.2% | +62.4% | +56.4% |
| 3Y | +108.5% | +28.0% | +80.5% | +44.4% |
| 5Y | +114.0% | +21.8% | +92.2% | +63.1% |
| All | +310.5% | +50.7% | +259.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling