+499.4%
ORLY vs USHY
+49.7%
+449.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -2.1% | -0.7% | -1.4% | -1.2% |
| 30D | -7.6% | -0.5% | -7.1% | -7.0% |
| 3M | -5.5% | +0.5% | -6.0% | -6.1% |
| 6M | -9.7% | +1.5% | -11.2% | -11.5% |
| YTD | -6.2% | +1.7% | -8.0% | -8.4% |
| 1Y | -18.6% | +3.5% | -22.2% | -22.3% |
| 3Y | +33.8% | +27.2% | +6.7% | -3.2% |
| 5Y | +116.5% | +21.0% | +95.5% | +71.2% |
| All | +499.4% | +49.7% | +449.7% | +232.2% |
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