+416.7%
NDAQ vs USHY
+48.0%
+368.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | +1.3% | -0.4% | +1.7% | +2.0% |
| 30D | +18.0% | +0.6% | +17.4% | +16.8% |
| 3M | +11.5% | -2.0% | +13.5% | +15.5% |
| 6M | +21.1% | -0.5% | +21.6% | +22.2% |
| YTD | +12.8% | +0.6% | +12.2% | +11.8% |
| 1Y | +25.7% | +2.1% | +23.6% | +21.5% |
| 3Y | +116.8% | +25.3% | +91.5% | +50.9% |
| 5Y | +67.3% | +19.7% | +47.5% | +27.8% |
| All | +416.7% | +48.0% | +368.7% | +172.7% |
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