-35.5%
DOW vs USHY
+20.9%
-56.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | -2.4% | -0.7% | -1.6% | -1.3% |
| 30D | -4.1% | -0.5% | -3.5% | -3.3% |
| 3M | -12.4% | +0.5% | -12.9% | -13.3% |
| 6M | -10.6% | +1.5% | -12.1% | -13.4% |
| YTD | +31.1% | +1.7% | +29.3% | +26.6% |
| 1Y | +30.5% | +3.5% | +27.0% | +22.6% |
| 3Y | -34.4% | +27.2% | -61.6% | -53.0% |
| 5Y | -35.5% | +21.0% | -56.5% | -49.9% |
| All | -35.5% | +20.9% | -56.4% | -49.9% |
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