+183.7%
IR vs USHY
+50.7%
+133.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -0.1% | -2.7% | -2.6% |
| 30D | -15.1% | +0.1% | -15.2% | -15.3% |
| 3M | +6.1% | +0.8% | +5.2% | +4.4% |
| 6M | -16.8% | +1.7% | -18.5% | -19.3% |
| YTD | -3.5% | +2.5% | -6.0% | -7.7% |
| 1Y | -3.5% | +4.4% | -7.9% | -10.9% |
| 3Y | +9.5% | +27.4% | -17.9% | -30.4% |
| 5Y | +45.1% | +21.7% | +23.3% | +3.1% |
| All | +183.7% | +50.7% | +133.0% | +42.9% |
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