+53.9%
NDAQ vs USHY
+21.5%
+32.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.6% |
| 7D | -1.6% | -0.1% | -1.4% | -1.3% |
| 30D | -1.5% | 0.0% | -1.4% | -1.4% |
| 3M | +8.0% | +0.8% | +7.2% | +6.6% |
| 6M | +7.7% | +1.9% | +5.8% | +4.6% |
| YTD | -2.3% | +2.3% | -4.6% | -5.6% |
| 1Y | +0.6% | +4.1% | -3.6% | -5.6% |
| 3Y | +90.9% | +27.8% | +63.1% | +34.4% |
| All | +53.9% | +21.5% | +32.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling