+19.1%
OXY vs USHY
+49.7%
-30.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.4% |
| 7D | +2.8% | -0.7% | +3.5% | +4.6% |
| 30D | +5.5% | -0.7% | +6.1% | +7.1% |
| 3M | +11.3% | +0.1% | +11.3% | +10.8% |
| 6M | +11.6% | +1.8% | +9.8% | +5.3% |
| YTD | +51.6% | +1.8% | +49.8% | +43.0% |
| 1Y | +36.2% | +3.3% | +32.9% | +23.7% |
| 3Y | +1.7% | +27.0% | -25.3% | -45.2% |
| 5Y | +164.5% | +21.0% | +143.5% | +66.7% |
| All | +19.1% | +49.7% | -30.6% | -35.0% |
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 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