+349.3%
MOD vs USHY
+47.8%
+301.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -25.5% | -0.3% | -25.3% | -25.3% |
| 30D | -49.0% | 0.0% | -49.0% | -49.2% |
| 3M | -49.8% | -1.8% | -48.0% | -47.0% |
| 6M | -64.8% | -1.0% | -63.7% | -63.4% |
| YTD | -27.6% | +0.5% | -28.1% | -27.4% |
| 1Y | -35.2% | +1.9% | -37.1% | -37.2% |
| 3Y | +137.1% | +24.9% | +112.3% | +40.1% |
| 5Y | +760.3% | +18.8% | +741.5% | +507.4% |
| All | +349.3% | +47.8% | +301.6% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling