-10.4%
DOW vs USHY
+44.5%
-55.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | -2.9% | 0.0% | -2.9% | -3.0% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -12.5% | +1.2% | -13.7% | -14.7% |
| 6M | -9.2% | +2.6% | -11.8% | -14.6% |
| YTD | +30.8% | +2.4% | +28.3% | +23.5% |
| 1Y | +29.4% | +4.2% | +25.2% | +18.3% |
| 3Y | -34.6% | +28.0% | -62.6% | -59.2% |
| 5Y | -35.9% | +21.8% | -57.7% | -54.7% |
| All | -10.4% | +44.5% | -55.0% | -43.4% |
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