+149.4%
MAR vs USHY
+20.9%
+128.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -0.7% | +0.1% | +0.8% |
| 30D | -5.4% | -0.7% | -4.7% | -4.1% |
| 3M | -15.5% | +0.1% | -15.6% | -15.6% |
| 6M | +3.0% | +1.8% | +1.2% | -0.4% |
| YTD | +8.5% | +1.8% | +6.7% | +5.0% |
| 1Y | +26.0% | +3.3% | +22.7% | +18.5% |
| 3Y | +68.6% | +27.0% | +41.6% | +10.4% |
| All | +149.4% | +20.9% | +128.5% | +102.1% |
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 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