+62.8%
META vs USHY
+21.7%
+41.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | +6.7% | -0.1% | +6.8% | +7.1% |
| 30D | +4.8% | +0.1% | +4.7% | +4.5% |
| 3M | -1.6% | +0.8% | -2.5% | -3.6% |
| 6M | -7.5% | +1.7% | -9.2% | -11.3% |
| YTD | -6.4% | +2.5% | -8.9% | -11.9% |
| 1Y | -17.3% | +4.4% | -21.7% | -25.8% |
| 3Y | +109.9% | +27.4% | +82.6% | +16.4% |
| All | +62.8% | +21.7% | +41.1% | +27.8% |
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