+36.5%
EQIX vs USHY
+20.9%
+15.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -0.7% | +0.9% | +1.5% |
| 30D | -2.5% | -0.7% | -1.8% | -1.2% |
| 3M | 0.0% | +0.1% | -0.1% | -0.1% |
| 6M | +7.6% | +1.8% | +5.9% | +4.1% |
| YTD | +37.5% | +1.8% | +35.7% | +33.0% |
| 1Y | +32.9% | +3.3% | +29.6% | +25.0% |
| 3Y | +42.8% | +27.0% | +15.8% | -7.7% |
| All | +36.5% | +20.9% | +15.6% | +1.3% |
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