+138.3%
GOOGL vs USHY
+20.9%
+117.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.7% |
| 7D | -2.8% | -0.7% | -2.1% | -1.2% |
| 30D | -3.2% | -0.5% | -2.7% | -2.0% |
| 3M | -6.6% | +0.5% | -7.1% | -7.5% |
| 6M | +8.5% | +1.5% | +7.0% | +5.6% |
| YTD | +6.5% | +1.7% | +4.7% | +3.1% |
| 1Y | +39.4% | +3.5% | +35.9% | +30.4% |
| 3Y | +146.2% | +27.2% | +119.0% | +53.1% |
| 5Y | +138.3% | +21.0% | +117.4% | +94.1% |
| All | +138.3% | +20.9% | +117.4% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling