+110.1%
ITW vs USHY
+49.7%
+60.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -0.7% | 0.0% | +0.5% |
| 30D | -8.3% | -0.7% | -7.6% | -7.2% |
| 3M | +6.0% | +0.1% | +6.0% | +5.9% |
| 6M | 0.0% | +1.8% | -1.8% | -2.9% |
| YTD | +10.2% | +1.8% | +8.5% | +7.1% |
| 1Y | +3.2% | +3.3% | -0.1% | -2.3% |
| 3Y | +21.0% | +27.0% | -6.0% | -18.8% |
| 5Y | +37.9% | +21.0% | +16.9% | +2.3% |
| All | +110.1% | +49.7% | +60.4% | +7.4% |
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 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