+47.6%
F vs USHY
+28.5%
+19.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -0.1% | +5.5% | +5.8% |
| 30D | +4.6% | +0.1% | +4.5% | +4.4% |
| 3M | -3.7% | +0.8% | -4.5% | -6.1% |
| 6M | +16.8% | +1.7% | +15.1% | +11.3% |
| YTD | +15.3% | +2.5% | +12.8% | +7.4% |
| 1Y | +31.0% | +4.4% | +26.6% | +15.5% |
| All | +47.6% | +28.5% | +19.1% | -23.7% |
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 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