+266.9%
ORCL vs USHY
+50.4%
+216.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.2% |
| 7D | +10.9% | -0.1% | +11.0% | +11.2% |
| 30D | +7.0% | 0.0% | +7.1% | +7.2% |
| 3M | -21.2% | +0.8% | -22.0% | -22.2% |
| 6M | +7.4% | +1.9% | +5.5% | +4.6% |
| YTD | -16.3% | +2.3% | -18.5% | -18.8% |
| 1Y | -32.3% | +4.1% | -36.5% | -36.2% |
| 3Y | +32.6% | +27.8% | +4.8% | -7.6% |
| 5Y | +93.1% | +21.5% | +71.6% | +47.0% |
| All | +266.9% | +50.4% | +216.4% | +105.5% |
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