+42.8%
EQIX vs USHY
+27.0%
+15.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +1.8% |
| 30D | -2.5% | -0.7% | -1.8% | -0.9% |
| 3M | 0.0% | +0.1% | -0.1% | -0.1% |
| 6M | +7.6% | +1.8% | +5.9% | +3.4% |
| YTD | +37.5% | +1.8% | +35.7% | +32.1% |
| 1Y | +32.9% | +3.3% | +29.6% | +23.1% |
| 3Y | +42.8% | +27.0% | +15.8% | -19.8% |
| All | +42.8% | +27.0% | +15.7% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling