+44.0%
IT vs USHY
+49.7%
-5.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.2% | +5.2% |
| 7D | -3.7% | -0.7% | -3.0% | -2.4% |
| 30D | +0.1% | -0.7% | +0.7% | +1.4% |
| 3M | +20.7% | +0.1% | +20.6% | +20.6% |
| 6M | +12.0% | +1.8% | +10.2% | +8.0% |
| YTD | -28.8% | +1.8% | -30.6% | -31.3% |
| 1Y | -25.5% | +3.3% | -28.8% | -30.1% |
| 3Y | -48.8% | +27.0% | -75.7% | -67.2% |
| 5Y | -42.7% | +21.0% | -63.8% | -58.8% |
| All | +44.0% | +49.7% | -5.8% | -26.7% |
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 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