+9.0%
MSFT vs USHY
+1.9%
+7.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +5.1% |
| 7D | +4.7% | -0.2% | +4.9% | +5.0% |
| 30D | +5.8% | +0.7% | +5.2% | +4.4% |
| 3M | +13.0% | -2.2% | +15.2% | +18.2% |
| 6M | +34.9% | -0.9% | +35.8% | +37.6% |
| YTD | +15.7% | +0.2% | +15.5% | +15.5% |
| 1Y | +9.0% | +1.7% | +7.2% | +6.0% |
| All | +9.0% | +1.9% | +7.1% | +6.0% |
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