+171.6%
IR vs USHY
+49.7%
+121.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.4% |
| 7D | -3.1% | -0.7% | -2.3% | -1.6% |
| 30D | -14.0% | -0.5% | -13.5% | -13.0% |
| 3M | +3.7% | +0.5% | +3.2% | +2.8% |
| 6M | -15.4% | +1.5% | -16.9% | -17.5% |
| YTD | -7.7% | +1.7% | -9.4% | -10.3% |
| 1Y | -8.8% | +3.5% | -12.4% | -14.4% |
| 3Y | +5.6% | +27.2% | -21.6% | -32.6% |
| 5Y | +34.3% | +21.0% | +13.3% | -3.3% |
| All | +171.6% | +49.7% | +121.9% | +38.8% |
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