+5.2%
LOW vs USHY
+20.9%
-15.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -0.7% | -3.0% | -2.4% |
| 30D | -8.9% | -0.7% | -8.2% | -7.6% |
| 3M | -10.4% | +0.1% | -10.5% | -10.4% |
| 6M | -19.4% | +1.8% | -21.2% | -21.8% |
| YTD | -17.1% | +1.8% | -18.9% | -19.6% |
| 1Y | -26.3% | +3.3% | -29.6% | -30.4% |
| 3Y | -9.9% | +27.0% | -36.9% | -40.4% |
| All | +5.2% | +20.9% | -15.7% | -17.9% |
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 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