+90.3%
INFY vs USHY
+49.7%
+40.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | -5.4% | -0.7% | -4.7% | -4.4% |
| 30D | -9.9% | -0.7% | -9.2% | -8.9% |
| 3M | -4.6% | +0.1% | -4.6% | -4.7% |
| 6M | -18.5% | +1.8% | -20.2% | -20.6% |
| YTD | -36.5% | +1.8% | -38.3% | -38.1% |
| 1Y | -32.8% | +3.3% | -36.0% | -35.8% |
| 3Y | -32.2% | +27.0% | -59.2% | -52.0% |
| 5Y | -44.7% | +21.0% | -65.7% | -57.1% |
| All | +90.3% | +49.7% | +40.6% | +10.7% |
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