+1,856.6%
LLY vs USHY
+48.0%
+1,808.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +6.7% | -0.4% | +7.2% | +7.2% |
| 30D | +19.6% | +0.6% | +19.0% | +18.8% |
| 3M | +19.7% | -2.0% | +21.7% | +22.3% |
| 6M | +42.7% | -0.5% | +43.3% | +43.5% |
| YTD | +35.1% | +0.6% | +34.5% | +34.3% |
| 1Y | +42.2% | +2.1% | +40.1% | +39.1% |
| 3Y | +140.8% | +25.3% | +115.5% | +92.9% |
| 5Y | +480.6% | +19.7% | +460.8% | +392.6% |
| All | +1,856.6% | +48.0% | +1,808.6% | +1,204.5% |
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