+38.7%
MOD vs USHY
+4.0%
+34.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -0.9% |
| 7D | +6.3% | 0.0% | +6.3% | +6.1% |
| 30D | -1.7% | 0.0% | -1.6% | -1.5% |
| 3M | -30.1% | +1.2% | -31.3% | -36.7% |
| 6M | +2.7% | +2.6% | +0.1% | -15.7% |
| YTD | +44.1% | +2.4% | +41.6% | +20.1% |
| 1Y | +38.7% | +4.2% | +34.5% | +1.1% |
| All | +38.7% | +4.0% | +34.7% | +1.1% |
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