+216.1%
IR vs USHY
+48.0%
+168.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.1% |
| 7D | +2.5% | -0.4% | +2.9% | +3.4% |
| 30D | +9.2% | +0.6% | +8.6% | +7.8% |
| 3M | +0.9% | -2.0% | +3.0% | +5.2% |
| 6M | +19.2% | -0.5% | +19.8% | +20.8% |
| YTD | +7.5% | +0.6% | +6.9% | +6.8% |
| 1Y | +11.7% | +2.1% | +9.6% | +7.8% |
| 3Y | +23.9% | +25.3% | -1.4% | -18.6% |
| 5Y | +46.4% | +19.7% | +26.6% | +7.5% |
| All | +216.1% | +48.0% | +168.1% | +65.3% |
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 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