+273.2%
ON vs USHY
+49.7%
+223.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.4% |
| 7D | +2.4% | -0.7% | +3.0% | +4.7% |
| 30D | -8.6% | -0.7% | -7.9% | -6.6% |
| 3M | -34.3% | +0.1% | -34.4% | -34.2% |
| 6M | +28.5% | +1.8% | +26.8% | +22.9% |
| YTD | +40.6% | +1.8% | +38.8% | +34.7% |
| 1Y | +55.3% | +3.3% | +52.0% | +42.5% |
| 3Y | -22.2% | +27.0% | -49.2% | -60.5% |
| 5Y | +62.4% | +21.0% | +41.4% | +2.3% |
| All | +273.2% | +49.7% | +223.5% | +52.9% |
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