+402.1%
MSCI vs USHY
+49.7%
+352.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.2% |
| 7D | -4.7% | -0.7% | -4.0% | -3.2% |
| 30D | -2.2% | -0.5% | -1.6% | -1.0% |
| 3M | -9.7% | +0.5% | -10.2% | -10.7% |
| 6M | +0.3% | +1.5% | -1.2% | -3.0% |
| YTD | -3.5% | +1.7% | -5.2% | -7.1% |
| 1Y | -1.4% | +3.5% | -4.9% | -8.7% |
| 3Y | +6.6% | +27.2% | -20.6% | -36.5% |
| 5Y | -10.9% | +21.0% | -31.9% | -38.9% |
| All | +402.1% | +49.7% | +352.5% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling