+13.1%
D vs USHY
+18.8%
-5.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | +10.9% | -0.1% | +11.1% | +11.0% |
| 3M | +2.8% | -1.9% | +4.7% | +4.6% |
| 6M | +12.7% | -1.0% | +13.7% | +13.7% |
| YTD | +20.3% | +0.4% | +19.9% | +19.9% |
| 1Y | +17.1% | +1.4% | +15.7% | +15.6% |
| 3Y | +75.1% | +24.9% | +50.2% | +46.2% |
| 5Y | +13.1% | +19.3% | -6.2% | -2.7% |
| All | +13.1% | +18.8% | -5.7% | -2.7% |
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