+76.5%
O vs USHY
+49.7%
+26.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -2.9% | -0.7% | -2.2% | -1.7% |
| 30D | -4.5% | -0.7% | -3.8% | -3.4% |
| 3M | -2.6% | +0.1% | -2.7% | -2.8% |
| 6M | -5.6% | +1.8% | -7.4% | -8.5% |
| YTD | +9.3% | +1.8% | +7.5% | +5.9% |
| 1Y | +4.3% | +3.3% | +1.0% | -1.4% |
| 3Y | +27.4% | +27.0% | +0.5% | -15.6% |
| 5Y | +17.1% | +21.0% | -4.0% | -13.6% |
| All | +76.5% | +49.7% | +26.8% | -9.3% |
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