+46.1%
GOOGL vs USHY
+4.6%
+41.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -2.3% | -0.1% | -2.2% | -1.8% |
| 30D | -6.6% | +0.1% | -6.7% | -7.0% |
| 3M | -9.0% | +0.8% | -9.8% | -12.0% |
| 6M | +11.8% | +1.7% | +10.1% | +4.8% |
| YTD | +8.3% | +2.5% | +5.8% | -1.7% |
| 1Y | +46.1% | +4.4% | +41.7% | +22.4% |
| All | +46.1% | +4.6% | +41.5% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling