+88.9%
F vs USHY
+50.7%
+38.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -0.1% | +5.5% | +5.7% |
| 30D | +4.6% | +0.1% | +4.5% | +4.4% |
| 3M | -3.7% | +0.8% | -4.5% | -5.5% |
| 6M | +16.8% | +1.7% | +15.1% | +12.5% |
| YTD | +15.3% | +2.5% | +12.8% | +9.1% |
| 1Y | +31.0% | +4.4% | +26.6% | +18.6% |
| 3Y | +45.4% | +27.4% | +18.1% | -16.9% |
| 5Y | +54.7% | +21.7% | +32.9% | +1.8% |
| All | +88.9% | +50.7% | +38.1% | -19.0% |
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