+473.1%
P vs USHY
+49.7%
+423.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -1.8% |
| 7D | -4.1% | -0.7% | -3.4% | -2.3% |
| 30D | -14.0% | -0.5% | -13.4% | -12.7% |
| 3M | +41.4% | +0.5% | +40.9% | +40.0% |
| 6M | +54.2% | +1.5% | +52.7% | +49.4% |
| YTD | +40.4% | +1.7% | +38.7% | +35.7% |
| 1Y | +16.0% | +3.5% | +12.4% | +7.5% |
| 3Y | +140.7% | +27.2% | +113.5% | +42.2% |
| 5Y | +256.3% | +21.0% | +235.3% | +145.9% |
| All | +473.1% | +49.7% | +423.4% | +166.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling