-28.0%
MOD vs USHY
+1.6%
-29.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | +2.4% |
| 7D | +16.1% | -0.3% | +16.4% | +19.0% |
| 30D | -38.5% | +0.3% | -38.8% | -40.3% |
| 3M | -46.8% | -1.7% | -45.1% | -38.5% |
| 6M | -61.6% | -0.4% | -61.2% | -60.1% |
| YTD | -20.5% | +0.7% | -21.2% | -26.1% |
| 1Y | -28.0% | +1.8% | -29.8% | -44.0% |
| All | -28.0% | +1.6% | -29.6% | -44.0% |
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