+261.0%
CSCO vs USHY
+48.0%
+213.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.6% |
| 30D | -15.8% | +0.6% | -16.4% | -16.5% |
| 3M | -15.4% | -2.0% | -13.4% | -12.6% |
| 6M | -5.4% | -0.5% | -4.9% | -4.5% |
| YTD | +26.5% | +0.6% | +25.9% | +25.6% |
| 1Y | +25.9% | +2.1% | +23.8% | +22.2% |
| 3Y | +97.5% | +25.3% | +72.2% | +41.6% |
| 5Y | +93.0% | +19.7% | +73.3% | +51.2% |
| All | +261.0% | +48.0% | +213.0% | +96.6% |
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