+1,456.0%
LLY vs USHY
+50.7%
+1,405.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | +2.3% | +0.8% | +1.5% | +1.4% |
| 6M | +14.9% | +1.7% | +13.2% | +12.8% |
| YTD | +7.5% | +2.5% | +5.0% | +4.7% |
| 1Y | +55.7% | +4.4% | +51.3% | +48.8% |
| 3Y | +110.6% | +27.4% | +83.2% | +65.8% |
| 5Y | +363.4% | +21.7% | +341.7% | +286.5% |
| All | +1,456.0% | +50.7% | +1,405.3% | +917.4% |
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