+132.9%
IBM vs USHY
+49.7%
+83.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.8% |
| 7D | -0.3% | -0.7% | +0.4% | +0.8% |
| 30D | -1.8% | -0.5% | -1.3% | -1.1% |
| 3M | -13.5% | +0.5% | -14.0% | -14.1% |
| 6M | -5.1% | +1.5% | -6.6% | -7.0% |
| YTD | -19.4% | +1.7% | -21.1% | -21.2% |
| 1Y | -6.5% | +3.5% | -10.1% | -10.8% |
| 3Y | +73.8% | +27.2% | +46.7% | +25.4% |
| 5Y | +116.3% | +21.0% | +95.3% | +70.8% |
| All | +132.9% | +49.7% | +83.2% | +31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling