+52.3%
OMC vs USHY
+50.4%
+1.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.2% |
| 7D | -4.2% | -0.1% | -4.1% | -4.0% |
| 30D | -7.5% | 0.0% | -7.5% | -7.4% |
| 3M | +4.6% | +0.8% | +3.8% | +3.3% |
| 6M | -4.8% | +1.9% | -6.8% | -7.7% |
| YTD | -1.0% | +2.3% | -3.3% | -4.4% |
| 1Y | +3.8% | +4.1% | -0.3% | -2.7% |
| 3Y | +10.2% | +27.8% | -17.6% | -25.0% |
| 5Y | +29.7% | +21.5% | +8.2% | -2.5% |
| All | +52.3% | +50.4% | +1.9% | -16.1% |
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 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