+57.4%
MAR vs USHY
+1.9%
+55.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.4% | +0.7% |
| 7D | +7.7% | -0.2% | +7.9% | +8.1% |
| 30D | +19.4% | +0.7% | +18.7% | +17.4% |
| 3M | +23.3% | -2.2% | +25.5% | +30.6% |
| 6M | +22.8% | -0.9% | +23.7% | +24.4% |
| YTD | +37.8% | +0.2% | +37.6% | +35.1% |
| 1Y | +57.4% | +1.7% | +55.6% | +44.1% |
| All | +57.4% | +1.9% | +55.5% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling