+2,430.5%
DELL vs USHY
+50.4%
+2,380.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.6% |
| 7D | +8.7% | -0.1% | +8.9% | +9.1% |
| 30D | +16.9% | 0.0% | +16.9% | +17.1% |
| 3M | +40.4% | +0.8% | +39.6% | +38.3% |
| 6M | +267.1% | +1.9% | +265.1% | +255.6% |
| YTD | +329.1% | +2.3% | +326.8% | +313.1% |
| 1Y | +346.9% | +4.1% | +342.8% | +315.8% |
| 3Y | +696.6% | +27.8% | +668.9% | +415.7% |
| 5Y | +1,106.2% | +21.5% | +1,084.7% | +772.1% |
| All | +2,430.5% | +50.4% | +2,380.0% | +1,240.7% |
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 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