-10.0%
LOW vs USHY
+27.0%
-37.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | +0.2% |
| 7D | -2.6% | -0.7% | -1.9% | -0.8% |
| 30D | -11.1% | -0.5% | -10.6% | -9.9% |
| 3M | -8.5% | +0.5% | -9.0% | -9.5% |
| 6M | -20.8% | +1.5% | -22.4% | -23.4% |
| YTD | -17.2% | +1.7% | -19.0% | -20.4% |
| 1Y | -24.7% | +3.5% | -28.3% | -30.5% |
| All | -10.0% | +27.0% | -37.0% | -44.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling