+18.3%
O vs USHY
+21.5%
-3.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -2.3% | -0.1% | -2.1% | -2.1% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | -0.6% | +0.8% | -1.4% | -1.5% |
| 6M | -5.0% | +1.9% | -6.9% | -7.0% |
| YTD | +10.4% | +2.3% | +8.1% | +7.6% |
| 1Y | +6.6% | +4.1% | +2.4% | +1.8% |
| 3Y | +28.4% | +27.8% | +0.6% | -1.9% |
| All | +18.3% | +21.5% | -3.2% | 0.0% |
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 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