+37.6%
ITW vs USHY
+20.9%
+16.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.7% | -0.7% | 0.0% | +0.3% |
| 30D | -8.3% | -0.7% | -7.6% | -7.3% |
| 3M | +6.0% | +0.1% | +6.0% | +6.0% |
| 6M | 0.0% | +1.8% | -1.8% | -2.6% |
| YTD | +10.2% | +1.8% | +8.5% | +7.4% |
| 1Y | +3.2% | +3.3% | -0.1% | -1.7% |
| 3Y | +21.0% | +27.0% | -6.0% | -13.8% |
| All | +37.6% | +20.9% | +16.6% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling