+25.0%
D vs USHY
+48.0%
-23.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | -1.4% | -0.4% | -0.9% | -0.9% |
| 30D | +7.7% | +0.6% | +7.1% | +7.0% |
| 3M | -0.3% | -2.0% | +1.7% | +2.3% |
| 6M | +10.1% | -0.5% | +10.6% | +10.8% |
| YTD | +19.1% | +0.6% | +18.5% | +18.1% |
| 1Y | +15.9% | +2.1% | +13.8% | +12.8% |
| 3Y | +75.0% | +25.3% | +49.7% | +32.8% |
| 5Y | +13.4% | +19.7% | -6.4% | -7.8% |
| All | +25.0% | +48.0% | -23.0% | -22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling