+21.6%
D vs USHY
+50.7%
-29.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | 0.0% | +0.8% | -0.8% | -1.0% |
| 6M | +7.4% | +1.7% | +5.6% | +5.0% |
| YTD | +15.9% | +2.5% | +13.4% | +12.3% |
| 1Y | +18.1% | +4.4% | +13.7% | +11.9% |
| 3Y | +58.4% | +27.4% | +31.0% | +17.8% |
| 5Y | +5.2% | +21.7% | -16.5% | -16.1% |
| All | +21.6% | +50.7% | -29.1% | -26.6% |
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