+22.9%
ITW vs USHY
+1.9%
+21.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.4% |
| 7D | +6.3% | -0.2% | +6.5% | +6.6% |
| 30D | +11.1% | +0.7% | +10.4% | +9.7% |
| 3M | +0.1% | -2.2% | +2.3% | +4.4% |
| 6M | +18.1% | -0.9% | +18.9% | +19.7% |
| YTD | +21.4% | +0.2% | +21.3% | +20.6% |
| 1Y | +22.9% | +1.7% | +21.1% | +18.2% |
| All | +22.9% | +1.9% | +21.0% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling