+38.3%
IT vs USHY
+50.7%
-12.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.4% | -7.4% |
| 7D | -9.1% | 0.0% | -9.2% | -9.2% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +7.6% | +1.2% | +6.5% | +5.3% |
| 6M | +2.1% | +2.6% | -0.5% | -3.1% |
| YTD | -31.6% | +2.4% | -34.0% | -34.8% |
| 1Y | -29.9% | +4.2% | -34.1% | -35.4% |
| 3Y | -51.3% | +28.0% | -79.3% | -69.3% |
| 5Y | -44.8% | +21.8% | -66.6% | -60.7% |
| All | +38.3% | +50.7% | -12.4% | -30.4% |
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