+264.6%
ON vs USHY
+50.7%
+213.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.1% |
| 7D | +2.4% | -0.1% | +2.6% | +2.9% |
| 30D | -3.3% | +0.1% | -3.4% | -3.5% |
| 3M | -43.6% | +0.8% | -44.4% | -44.7% |
| 6M | +19.0% | +1.7% | +17.2% | +14.0% |
| YTD | +37.4% | +2.5% | +34.9% | +28.7% |
| 1Y | +54.8% | +4.4% | +50.4% | +37.2% |
| 3Y | -25.2% | +27.4% | -52.5% | -62.5% |
| 5Y | +62.7% | +21.7% | +41.0% | +0.5% |
| All | +264.6% | +50.7% | +213.9% | +46.0% |
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 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