-43.3%
ORCL vs USHY
+1.6%
-44.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | +1.2% |
| 7D | +10.4% | -0.3% | +10.7% | +12.4% |
| 30D | -11.2% | +0.3% | -11.5% | -12.0% |
| 3M | -16.8% | -1.7% | -15.1% | -7.9% |
| 6M | -31.5% | -0.4% | -31.1% | -28.0% |
| YTD | -33.9% | +0.7% | -34.6% | -33.7% |
| 1Y | -43.3% | +1.8% | -45.0% | -44.7% |
| All | -43.3% | +1.6% | -44.8% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling