+35.5%
ORCL vs USHY
+19.2%
+16.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +2.9% | +2.6% |
| 7D | +0.5% | +0.8% | -0.3% | -1.0% |
| 30D | -15.3% | +0.2% | -15.5% | -15.4% |
| 3M | -18.2% | -1.7% | -16.6% | -15.2% |
| 6M | -38.4% | -0.6% | -37.8% | -37.1% |
| YTD | -37.7% | +0.8% | -38.5% | -37.8% |
| 1Y | -49.3% | +2.1% | -51.4% | -50.5% |
| 3Y | +10.6% | +26.0% | -15.3% | -20.2% |
| 5Y | +35.5% | +19.2% | +16.3% | +14.4% |
| All | +35.5% | +19.2% | +16.3% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling