+60.6%
F vs USHY
+47.7%
+12.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | +0.2% |
| 7D | +1.0% | +0.3% | +0.7% | +0.2% |
| 30D | +2.1% | -0.1% | +2.3% | +2.4% |
| 3M | -10.3% | -1.9% | -8.4% | -6.0% |
| 6M | +3.3% | -1.0% | +4.3% | +6.1% |
| YTD | -2.0% | +0.4% | -2.4% | -2.5% |
| 1Y | -2.3% | +1.4% | -3.7% | -5.1% |
| 3Y | +49.9% | +24.9% | +25.0% | -10.3% |
| 5Y | -12.5% | +19.3% | -31.8% | -39.4% |
| All | +60.6% | +47.7% | +12.9% | -27.6% |
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