+585.9%
GOOG vs USHY
+49.7%
+536.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.6% |
| 7D | -2.5% | -0.7% | -1.8% | -1.1% |
| 30D | -3.6% | -0.5% | -3.1% | -2.6% |
| 3M | -6.4% | +0.5% | -6.9% | -7.2% |
| 6M | +7.8% | +1.5% | +6.3% | +5.2% |
| YTD | +5.5% | +1.7% | +3.7% | +2.5% |
| 1Y | +38.3% | +3.5% | +34.7% | +30.2% |
| 3Y | +143.1% | +27.2% | +115.9% | +57.3% |
| 5Y | +135.0% | +21.0% | +114.0% | +70.1% |
| All | +585.9% | +49.7% | +536.2% | +260.1% |
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